+69.2%
ULTA vs GPC
+0.2%
+69.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.5% | +0.4% | +2.0% | +2.3% |
| 30D | +11.5% | -6.3% | +17.8% | +13.7% |
| 3M | +28.1% | -8.2% | +36.3% | +31.3% |
| 6M | +34.2% | +27.1% | +7.1% | +23.9% |
| YTD | +9.2% | +3.1% | +6.1% | +5.2% |
| 1Y | +23.7% | +0.1% | +23.7% | +20.5% |
| 3Y | +69.2% | +0.2% | +69.0% | +50.3% |
| All | +69.2% | +0.2% | +69.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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