+1,737.4%
ULTA vs GME
+102.3%
+1,635.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -1.7% |
| 7D | -1.8% | +4.8% | -6.6% | -2.1% |
| 30D | -1.2% | +5.9% | -7.1% | -1.7% |
| 3M | +13.4% | -10.7% | +24.1% | +14.2% |
| 6M | -15.6% | -19.8% | +4.2% | -14.4% |
| YTD | -10.4% | -0.9% | -9.5% | -10.7% |
| 1Y | +5.5% | -15.7% | +21.1% | +6.3% |
| 3Y | +31.0% | +12.3% | +18.7% | +17.7% |
| 5Y | +41.8% | -60.1% | +101.9% | +31.5% |
| 10Y | +127.0% | +265.3% | -138.3% | -20.3% |
| All | +1,737.4% | +102.3% | +1,635.1% | +572.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling