+1,737.4%
ULTA vs GAP
+101.2%
+1,636.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | +0.1% |
| 7D | -1.8% | -3.2% | +1.4% | -0.8% |
| 30D | -1.2% | -0.7% | -0.5% | -1.7% |
| 3M | +13.4% | -0.5% | +13.9% | +12.5% |
| 6M | -15.6% | -5.0% | -10.6% | -15.8% |
| YTD | -10.4% | -14.7% | +4.2% | -8.2% |
| 1Y | +5.5% | -8.6% | +14.1% | +4.9% |
| 3Y | +31.0% | +108.4% | -77.4% | -13.2% |
| 5Y | +41.8% | +5.8% | +36.0% | +9.2% |
| 10Y | +127.0% | +29.6% | +97.3% | +24.1% |
| All | +1,737.4% | +101.2% | +1,636.3% | +561.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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