+451.2%
GS vs ULTA
+1,935.9%
-1,484.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.6% | +4.6% | -3.1% | +0.3% |
| 30D | +1.7% | +16.5% | -14.8% | -2.8% |
| 3M | -11.6% | +21.1% | -32.7% | -16.6% |
| 6M | -1.9% | +27.4% | -29.3% | -9.4% |
| YTD | +5.1% | +9.8% | -4.8% | +0.8% |
| 1Y | +16.4% | +28.6% | -12.2% | +6.3% |
| 3Y | +199.0% | +70.5% | +128.5% | +143.2% |
| 5Y | +157.4% | +69.8% | +87.6% | +105.4% |
| 10Y | +457.2% | +180.8% | +276.4% | +253.3% |
| All | +451.2% | +1,935.9% | -1,484.7% | +32.6% |
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