+478.5%
GS vs UTHR
+363.8%
+114.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.0% | +4.0% |
| 7D | +0.8% | -2.3% | +3.1% | +1.3% |
| 30D | +1.2% | +6.1% | -4.8% | +0.1% |
| 3M | -12.4% | +8.1% | -20.5% | -14.0% |
| 6M | -2.3% | +3.1% | -5.4% | -3.3% |
| YTD | +4.6% | +19.5% | -14.9% | -0.1% |
| 1Y | +17.5% | +29.7% | -12.2% | +10.3% |
| 3Y | +202.0% | +162.7% | +39.3% | +133.5% |
| 5Y | +152.4% | +192.8% | -40.4% | +85.2% |
| 10Y | +478.5% | +348.1% | +130.4% | +239.1% |
| All | +478.5% | +363.8% | +114.8% | +239.1% |
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