+1,812.9%
ULTA vs GPC
+410.3%
+1,402.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.5% |
| 7D | +9.0% | +1.2% | +7.8% | +8.1% |
| 30D | +4.6% | +6.0% | -1.4% | +0.6% |
| 3M | +22.0% | +42.6% | -20.7% | -5.4% |
| 6M | -14.7% | +22.8% | -37.5% | -27.2% |
| YTD | -6.8% | +15.5% | -22.2% | -18.9% |
| 1Y | +6.5% | +2.0% | +4.5% | +0.6% |
| 3Y | +35.6% | -1.4% | +37.0% | +23.0% |
| 5Y | +47.6% | +30.6% | +17.0% | +5.9% |
| 10Y | +128.9% | +80.6% | +48.3% | +19.3% |
| All | +1,812.9% | +410.3% | +1,402.7% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling