+424.3%
GS vs ULTA
+1,875.7%
-1,451.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | -2.4% | +18.2% | -20.6% | -7.1% |
| 3M | -15.7% | +19.7% | -35.4% | -20.3% |
| 6M | -6.8% | +20.5% | -27.3% | -12.5% |
| YTD | -0.1% | +6.6% | -6.6% | -3.3% |
| 1Y | +12.1% | +26.5% | -14.4% | +2.8% |
| 3Y | +185.8% | +67.0% | +118.7% | +133.7% |
| 5Y | +140.1% | +64.5% | +75.5% | +93.3% |
| 10Y | +505.2% | +182.6% | +322.7% | +283.3% |
| All | +424.3% | +1,875.7% | -1,451.3% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling