+125.6%
ULTA vs GFI
+1,066.8%
-941.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.1% |
| 7D | -3.1% | -4.9% | +1.8% | -2.9% |
| 30D | +2.8% | +10.7% | -7.9% | +2.4% |
| 3M | +14.8% | +25.6% | -10.9% | +13.8% |
| 6M | -16.2% | -8.3% | -8.0% | -16.2% |
| YTD | -9.6% | +6.3% | -15.9% | -10.1% |
| 1Y | +4.8% | +22.1% | -17.3% | +3.7% |
| 3Y | +30.7% | +289.2% | -258.5% | +23.7% |
| 5Y | +45.9% | +531.7% | -485.8% | +33.9% |
| All | +125.6% | +1,066.8% | -941.3% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling