+248.5%
GLDM vs UTHR
+328.2%
-79.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.5% | -5.4% | +4.9% | -0.4% |
| 30D | +4.4% | -6.0% | +10.5% | +4.6% |
| 3M | -1.1% | -11.0% | +9.9% | -0.8% |
| 6M | -13.7% | -0.5% | -13.1% | -13.7% |
| YTD | +2.8% | +0.1% | +2.7% | +2.7% |
| 1Y | +24.8% | +28.2% | -3.3% | +24.1% |
| 3Y | +127.8% | +113.8% | +14.0% | +123.8% |
| 5Y | +141.1% | +131.3% | +9.8% | +136.4% |
| All | +248.5% | +328.2% | -79.7% | +241.7% |
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