+1,737.4%
ULTA vs GRMN
+307.2%
+1,430.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -0.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.2% |
| 30D | -1.2% | -13.1% | +11.8% | +4.1% |
| 3M | +13.4% | +14.9% | -1.6% | +6.6% |
| 6M | -15.6% | +13.1% | -28.7% | -20.5% |
| YTD | -10.4% | +35.3% | -45.7% | -21.8% |
| 1Y | +5.5% | +16.0% | -10.5% | -2.6% |
| 3Y | +31.0% | +179.6% | -148.6% | -19.4% |
| 5Y | +41.8% | +75.0% | -33.2% | +4.7% |
| 10Y | +127.0% | +644.1% | -517.1% | -5.5% |
| All | +1,737.4% | +307.2% | +1,430.3% | +578.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling