+305.7%
GDX vs UTHR
+321.8%
-16.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | +1.9% | +3.0% | -1.1% | +1.6% |
| 30D | +9.9% | -4.3% | +14.2% | +10.3% |
| 3M | +28.2% | -8.4% | +36.6% | +29.1% |
| 6M | -2.9% | -4.2% | +1.3% | -2.6% |
| YTD | +16.0% | +4.0% | +12.0% | +15.4% |
| 1Y | +49.9% | +25.5% | +24.4% | +46.8% |
| 3Y | +263.6% | +125.1% | +138.4% | +236.8% |
| 5Y | +233.6% | +140.3% | +93.2% | +205.6% |
| All | +305.7% | +321.8% | -16.1% | +269.0% |
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