+349.2%
GDX vs UTHR
+362.9%
-13.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | +0.7% | -2.1% | +2.8% | +0.9% |
| 30D | -3.8% | +8.3% | -12.0% | -4.4% |
| 3M | -5.4% | +15.5% | -21.0% | -6.7% |
| 6M | -12.7% | +4.5% | -17.2% | -13.2% |
| YTD | -0.7% | +22.2% | -22.9% | -2.6% |
| 1Y | +11.9% | +29.7% | -17.8% | +9.2% |
| 3Y | +223.9% | +167.3% | +56.6% | +195.8% |
| 5Y | +163.2% | +196.5% | -33.3% | +137.4% |
| 10Y | +349.2% | +369.0% | -19.9% | +308.0% |
| All | +349.2% | +362.9% | -13.8% | +308.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling