+259.7%
GDX vs UTHR
+123.2%
+136.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +4.0% | -2.9% | +6.8% | +4.2% |
| 30D | +9.5% | -7.6% | +17.1% | +10.4% |
| 3M | +25.1% | -8.6% | +33.7% | +26.2% |
| 6M | -2.9% | +4.1% | -7.1% | -3.2% |
| YTD | +14.7% | +2.2% | +12.5% | +14.5% |
| 1Y | +47.4% | +26.2% | +21.2% | +44.3% |
| 3Y | +259.7% | +121.2% | +138.5% | +232.5% |
| All | +259.7% | +123.2% | +136.5% | +232.5% |
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