+125.6%
ULTA vs GME
+285.6%
-160.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.9% |
| 7D | -3.1% | +10.4% | -13.5% | -3.5% |
| 30D | +2.8% | +14.1% | -11.3% | +2.2% |
| 3M | +14.8% | -4.6% | +19.4% | +14.9% |
| 6M | -16.2% | -13.5% | -2.7% | -15.8% |
| YTD | -9.6% | +5.3% | -15.0% | -10.0% |
| 1Y | +4.8% | -14.9% | +19.7% | +5.2% |
| 3Y | +30.7% | +24.3% | +6.4% | +22.8% |
| 5Y | +45.9% | -55.6% | +101.4% | +39.3% |
| All | +125.6% | +285.6% | -160.0% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling