+33.1%
GDDY vs UTHR
+121.0%
-87.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.7% |
| 7D | -3.2% | +1.9% | -5.1% | -3.1% |
| 30D | +6.8% | -2.9% | +9.7% | +6.7% |
| 3M | +30.5% | -8.9% | +39.3% | +30.1% |
| 6M | +13.3% | -8.7% | +22.1% | +13.0% |
| YTD | -21.0% | +2.0% | -23.0% | -20.8% |
| 1Y | -34.0% | +22.8% | -56.8% | -34.4% |
| 3Y | +33.1% | +120.6% | -87.6% | +31.7% |
| All | +33.1% | +121.0% | -87.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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