+214.2%
GDX vs UTHR
+1,850.4%
-1,636.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -0.4% | -5.4% | +5.0% | +0.1% |
| 30D | +18.6% | -6.0% | +24.7% | +19.4% |
| 3M | +14.9% | -11.0% | +25.9% | +16.2% |
| 6M | -6.3% | -0.5% | -5.7% | -6.3% |
| YTD | +15.7% | +0.1% | +15.7% | +15.4% |
| 1Y | +54.8% | +28.2% | +26.7% | +50.5% |
| 3Y | +253.4% | +113.8% | +139.6% | +222.1% |
| 5Y | +219.7% | +131.3% | +88.3% | +186.7% |
| 10Y | +300.2% | +296.7% | +3.5% | +231.4% |
| All | +214.2% | +1,850.4% | -1,636.3% | +77.3% |
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