+5.1%
ULTA vs GGLL
+58.7%
-53.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.2% |
| 7D | -1.8% | -3.9% | +2.1% | -1.7% |
| 30D | -1.2% | -15.4% | +14.1% | -0.9% |
| 3M | +13.4% | -21.9% | +35.3% | +14.1% |
| 6M | -15.6% | +4.5% | -20.1% | -16.9% |
| YTD | -10.4% | -2.4% | -8.0% | -11.9% |
| All | +5.1% | +58.7% | -53.6% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling