+212.2%
GLD vs UTHR
+363.8%
-151.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +1.8% |
| 7D | +4.9% | -2.3% | +7.2% | +5.0% |
| 30D | -1.3% | +6.1% | -7.4% | -1.4% |
| 3M | -4.8% | +8.1% | -12.8% | -4.9% |
| 6M | -12.5% | +3.1% | -15.6% | -12.6% |
| YTD | -4.2% | +19.5% | -23.8% | -4.6% |
| 1Y | +3.0% | +29.7% | -26.7% | +2.5% |
| 3Y | +109.1% | +162.7% | -53.6% | +105.8% |
| 5Y | +121.6% | +192.8% | -71.2% | +117.8% |
| 10Y | +212.2% | +348.1% | -135.9% | +208.4% |
| All | +212.2% | +363.8% | -151.6% | +208.4% |
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