+19.4%
GLD vs UTHR
+24.8%
-5.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -1.8% |
| 7D | +0.7% | -2.9% | +3.6% | +0.9% |
| 30D | +0.3% | -7.6% | +7.9% | +0.6% |
| 3M | +0.6% | -8.6% | +9.2% | +1.0% |
| 6M | -15.6% | +4.1% | -19.7% | -15.0% |
| YTD | +0.9% | +2.2% | -1.3% | +1.7% |
| 1Y | +19.4% | +26.2% | -6.8% | +22.0% |
| All | +19.4% | +24.8% | -5.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling