+125.6%
ULTA vs GFI
+1,093.3%
-967.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -3.1% | -2.7% | -0.4% | -3.0% |
| 30D | +2.8% | +13.2% | -10.4% | +2.4% |
| 3M | +14.8% | +28.5% | -13.7% | +13.7% |
| 6M | -16.2% | -6.2% | -10.0% | -16.3% |
| YTD | -9.6% | +8.7% | -18.3% | -10.2% |
| 1Y | +4.8% | +24.8% | -20.1% | +3.6% |
| 3Y | +30.7% | +298.0% | -267.3% | +23.6% |
| 5Y | +45.9% | +546.0% | -500.1% | +33.8% |
| All | +125.6% | +1,093.3% | -967.8% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling