+185.7%
GS vs ULTA
+47.1%
+138.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +0.9% | +9.0% | -8.1% | -1.2% |
| 30D | -1.6% | +4.6% | -6.1% | -2.8% |
| 3M | -4.5% | +22.0% | -26.4% | -9.6% |
| 6M | +20.9% | -14.7% | +35.6% | +25.1% |
| YTD | +19.9% | -6.8% | +26.6% | +21.0% |
| 1Y | +41.4% | +6.5% | +34.9% | +37.2% |
| 3Y | +239.2% | +35.6% | +203.6% | +195.1% |
| All | +185.7% | +47.1% | +138.6% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling