+32.8%
ULTA vs GGLL
+247.9%
-215.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +0.7% | +1.9% | -1.2% | +0.5% |
| 30D | -2.8% | -9.7% | +6.9% | -2.0% |
| 3M | +18.7% | -18.0% | +36.7% | +20.1% |
| 6M | -15.0% | +15.3% | -30.3% | -17.7% |
| YTD | -9.2% | +2.2% | -11.4% | -11.2% |
| 1Y | +5.7% | +73.1% | -67.4% | -3.6% |
| 3Y | +32.8% | +242.7% | -209.9% | +9.2% |
| All | +32.8% | +247.9% | -215.2% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling