+28.9%
ULTA vs GGLL
-47.0%
+75.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.1% |
| 7D | +0.2% | +11.5% | -11.3% | +0.6% |
| 30D | +12.4% | -31.2% | +43.7% | +11.4% |
| 3M | +22.4% | -28.7% | +51.0% | +21.2% |
| 6M | +28.9% | -47.2% | +76.0% | +27.4% |
| All | +28.9% | -47.0% | +75.8% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling