+30.7%
ULTA vs GRMN
+189.8%
-159.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.8% | +1.3% |
| 7D | -3.1% | +2.0% | -5.1% | -3.5% |
| 30D | +2.8% | -8.8% | +11.6% | +4.7% |
| 3M | +14.8% | +19.0% | -4.2% | +10.3% |
| 6M | -16.2% | +20.7% | -36.9% | -19.8% |
| YTD | -9.6% | +40.5% | -50.1% | -16.4% |
| 1Y | +4.8% | +19.1% | -14.4% | +0.1% |
| 3Y | +30.7% | +182.7% | -152.0% | +15.7% |
| All | +30.7% | +189.8% | -159.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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