+390.3%
GDDY vs UTHR
+183.1%
+207.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | -3.2% | +1.9% | -5.1% | -3.6% |
| 30D | +6.8% | -2.9% | +9.7% | +7.2% |
| 3M | +30.5% | -8.9% | +39.3% | +32.6% |
| 6M | +13.3% | -8.7% | +22.1% | +14.7% |
| YTD | -21.0% | +2.0% | -23.0% | -22.5% |
| 1Y | -34.0% | +22.8% | -56.8% | -38.1% |
| 3Y | +33.1% | +120.6% | -87.6% | +3.9% |
| 5Y | +30.3% | +136.4% | -106.1% | -3.0% |
| 10Y | +205.5% | +314.4% | -108.9% | +74.4% |
| All | +390.3% | +183.1% | +207.2% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling