+46.9%
ULTA vs GFI
+538.3%
-491.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.1% |
| 7D | -3.1% | -2.7% | -0.4% | -3.0% |
| 30D | +2.8% | +13.2% | -10.4% | +2.5% |
| 3M | +14.8% | +28.5% | -13.7% | +14.0% |
| 6M | -16.2% | -6.2% | -10.0% | -16.3% |
| YTD | -9.6% | +8.7% | -18.3% | -10.0% |
| 1Y | +4.8% | +24.8% | -20.1% | +4.2% |
| 3Y | +30.7% | +298.0% | -267.3% | +26.8% |
| All | +46.9% | +538.3% | -491.4% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling