+816.6%
GLD vs UTHR
+2,553.7%
-1,737.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | -5.4% | +4.9% | -0.5% |
| 30D | +4.4% | -6.0% | +10.4% | +4.4% |
| 3M | -1.1% | -11.0% | +9.9% | -1.1% |
| 6M | -13.8% | -0.5% | -13.3% | -13.8% |
| YTD | +2.6% | +0.1% | +2.6% | +2.7% |
| 1Y | +24.5% | +28.2% | -3.6% | +24.5% |
| 3Y | +125.8% | +113.8% | +12.0% | +126.0% |
| 5Y | +137.8% | +131.3% | +6.5% | +138.1% |
| 10Y | +221.4% | +296.7% | -75.3% | +223.8% |
| All | +816.6% | +2,553.7% | -1,737.1% | +816.8% |
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