-10.9%
GTLB vs ULTA
+31.2%
-42.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.3% |
| 7D | -5.7% | -3.1% | -2.6% | -4.7% |
| 30D | +15.1% | +2.8% | +12.3% | +14.0% |
| 3M | +65.5% | +14.8% | +50.7% | +58.1% |
| 6M | +102.9% | -16.2% | +119.1% | +112.7% |
| YTD | +25.2% | -9.6% | +34.8% | +27.6% |
| 1Y | -5.5% | +4.8% | -10.3% | -9.2% |
| 3Y | -10.9% | +30.7% | -41.6% | -33.2% |
| All | -10.9% | +31.2% | -42.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling