-54.5%
GTLB vs ULTA
+33.9%
-88.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.7% |
| 7D | -4.1% | -3.9% | -0.2% | -2.0% |
| 30D | +12.3% | -1.1% | +13.4% | +12.8% |
| 3M | +65.9% | +13.8% | +52.1% | +53.8% |
| 6M | +104.0% | -17.2% | +121.2% | +122.1% |
| YTD | +26.0% | -11.5% | +37.5% | +31.3% |
| 1Y | -3.5% | +3.9% | -7.4% | -9.9% |
| 3Y | -9.6% | +29.5% | -39.1% | -33.7% |
| All | -54.5% | +33.9% | -88.4% | -70.2% |
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