+204.7%
GLDM vs UTHR
+419.1%
-214.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -4.6% | +5.2% | -9.8% | -4.7% |
| 30D | -5.5% | +9.5% | -14.9% | -5.7% |
| 3M | -10.9% | +17.9% | -28.8% | -11.2% |
| 6M | -17.3% | +2.0% | -19.3% | -17.4% |
| YTD | -10.2% | +21.3% | -31.5% | -10.6% |
| 1Y | -6.9% | +27.9% | -34.8% | -7.5% |
| 3Y | +98.7% | +162.3% | -63.7% | +94.2% |
| 5Y | +106.7% | +190.7% | -84.0% | +101.6% |
| All | +204.7% | +419.1% | -214.5% | +197.3% |
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 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