+124.8%
GLDM vs UTHR
+190.4%
-65.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +1.8% |
| 7D | +5.0% | -2.3% | +7.3% | +5.0% |
| 30D | -1.3% | +6.1% | -7.4% | -1.5% |
| 3M | -4.7% | +8.1% | -12.8% | -5.0% |
| 6M | -12.4% | +3.1% | -15.5% | -12.5% |
| YTD | -4.1% | +19.5% | -23.6% | -4.7% |
| 1Y | +3.3% | +29.7% | -26.4% | +2.4% |
| 3Y | +110.9% | +162.7% | -51.8% | +103.9% |
| 5Y | +124.8% | +192.8% | -68.0% | +116.5% |
| All | +124.8% | +190.4% | -65.6% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling