+48.8%
ULTA vs GGLL
+210.8%
-162.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | +2.5% | +7.7% | -5.2% | +1.9% |
| 30D | +11.5% | -30.2% | +41.7% | +14.2% |
| 3M | +28.1% | -31.3% | +59.4% | +31.2% |
| 6M | +34.2% | -52.1% | +86.3% | +41.4% |
| YTD | +9.2% | -25.9% | +35.1% | +9.1% |
| 1Y | +23.7% | -8.5% | +32.2% | +20.7% |
| 3Y | +69.2% | +165.5% | -96.4% | +41.9% |
| All | +48.8% | +210.8% | -162.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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