+6.5%
ULTA vs GME
-15.8%
+22.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +9.0% | +7.2% | +1.8% | +8.4% |
| 30D | +4.6% | +0.8% | +3.8% | +4.5% |
| 3M | +22.0% | -14.0% | +35.9% | +23.2% |
| 6M | -14.7% | -19.7% | +5.0% | -12.8% |
| YTD | -6.8% | -4.6% | -2.2% | -6.4% |
| 1Y | +6.5% | -14.3% | +20.9% | +8.3% |
| All | +6.5% | -15.8% | +22.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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