+438.8%
GS vs UTHR
+364.7%
+74.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.9% | +5.2% | +0.7% | +4.9% |
| 30D | +4.3% | +9.5% | -5.2% | +2.6% |
| 3M | -11.7% | +17.9% | -29.6% | -14.7% |
| 6M | -3.2% | +2.0% | -5.2% | -3.9% |
| YTD | +5.8% | +21.3% | -15.5% | +0.7% |
| 1Y | +16.0% | +27.9% | -11.9% | +9.3% |
| 3Y | +199.8% | +162.3% | +37.4% | +132.0% |
| 5Y | +155.5% | +190.7% | -35.2% | +88.1% |
| All | +438.8% | +364.7% | +74.2% | +215.8% |
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 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