+739.4%
GLD vs UTHR
+2,958.6%
-2,219.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | -6.1% | +10.8% | +4.7% |
| 30D | -0.9% | +3.1% | -4.0% | -0.9% |
| 3M | -4.4% | +5.5% | -9.9% | -4.4% |
| 6M | -13.6% | -5.8% | -7.7% | -13.6% |
| YTD | -6.0% | +15.3% | -21.3% | -6.0% |
| 1Y | +1.8% | +23.8% | -22.0% | +1.7% |
| 3Y | +103.2% | +146.3% | -43.1% | +103.2% |
| 5Y | +119.3% | +177.8% | -58.5% | +119.6% |
| 10Y | +199.5% | +392.4% | -192.9% | +201.8% |
| All | +739.4% | +2,958.6% | -2,219.2% | +739.3% |
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