+437.1%
GS vs UTHR
+366.4%
+70.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +5.1% | +4.9% | +0.3% | +4.2% |
| 30D | +2.4% | +9.2% | -6.8% | +0.8% |
| 3M | -11.5% | +15.9% | -27.4% | -14.2% |
| 6M | -2.5% | +2.0% | -4.5% | -3.3% |
| YTD | +5.5% | +21.8% | -16.3% | +0.3% |
| 1Y | +11.0% | +28.6% | -17.5% | +4.5% |
| 3Y | +200.1% | +166.2% | +33.8% | +131.4% |
| 5Y | +154.7% | +191.8% | -37.1% | +87.4% |
| All | +437.1% | +366.4% | +70.7% | +214.6% |
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