+1,754.1%
ULTA vs GFI
+327.9%
+1,426.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -3.1% | -4.9% | +1.8% | -2.8% |
| 30D | +2.8% | +10.7% | -7.9% | +2.1% |
| 3M | +14.8% | +25.6% | -10.9% | +13.0% |
| 6M | -16.2% | -8.3% | -8.0% | -16.1% |
| YTD | -9.6% | +6.3% | -15.9% | -10.6% |
| 1Y | +4.8% | +22.1% | -17.3% | +2.5% |
| 3Y | +30.7% | +289.2% | -258.5% | +16.9% |
| 5Y | +45.9% | +531.7% | -485.8% | +23.7% |
| 10Y | +129.0% | +1,043.8% | -914.8% | +77.3% |
| All | +1,754.1% | +327.9% | +1,426.2% | +1,212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling