+43.9%
ULTA vs GRMN
+74.2%
-30.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -3.9% | -1.8% | -2.1% | -3.3% |
| 30D | -1.1% | -12.1% | +11.0% | +2.8% |
| 3M | +13.8% | +18.0% | -4.2% | +7.4% |
| 6M | -17.2% | +13.7% | -31.0% | -21.1% |
| YTD | -11.5% | +35.3% | -46.8% | -20.7% |
| 1Y | +3.9% | +17.2% | -13.3% | -2.7% |
| 3Y | +29.5% | +179.6% | -150.1% | -19.2% |
| All | +43.9% | +74.2% | -30.4% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling