+77.5%
GDXJ vs UTHR
+1,053.8%
-976.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | +4.3% | -2.9% | +7.2% | +4.6% |
| 30D | +8.4% | -7.6% | +16.0% | +9.5% |
| 3M | +25.5% | -8.6% | +34.1% | +26.9% |
| 6M | -6.3% | +4.1% | -10.5% | -7.0% |
| YTD | +12.1% | +2.2% | +9.9% | +11.4% |
| 1Y | +51.1% | +26.2% | +24.9% | +46.1% |
| 3Y | +296.1% | +121.2% | +174.9% | +250.8% |
| 5Y | +228.1% | +136.5% | +91.6% | +185.4% |
| 10Y | +211.8% | +300.1% | -88.3% | +146.9% |
| All | +77.5% | +1,053.8% | -976.3% | -17.3% |
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