+222.0%
GLDM vs UTHR
+396.8%
-174.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.9% | +1.0% |
| 7D | +1.9% | -4.7% | +6.6% | +2.0% |
| 30D | -1.7% | +4.4% | -6.1% | -1.8% |
| 3M | -3.5% | +9.0% | -12.5% | -3.8% |
| 6M | -10.1% | -1.1% | -8.9% | -10.1% |
| YTD | -5.0% | +16.1% | -21.2% | -5.4% |
| 1Y | +2.8% | +26.4% | -23.7% | +2.2% |
| 3Y | +105.1% | +152.1% | -47.0% | +100.7% |
| 5Y | +124.3% | +179.6% | -55.3% | +119.0% |
| All | +222.0% | +396.8% | -174.8% | +214.5% |
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 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