+486.7%
GS vs UTHR
+382.4%
+104.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.2% | -6.1% | +2.9% | -2.0% |
| 30D | -2.4% | +3.1% | -5.5% | -3.0% |
| 3M | -15.7% | +5.5% | -21.2% | -16.9% |
| 6M | -6.8% | -5.8% | -0.9% | -6.1% |
| YTD | -0.1% | +15.3% | -15.4% | -4.0% |
| 1Y | +12.1% | +23.8% | -11.7% | +6.1% |
| 3Y | +185.8% | +146.3% | +39.5% | +123.2% |
| 5Y | +140.1% | +177.8% | -37.7% | +77.4% |
| All | +486.7% | +382.4% | +104.3% | +228.9% |
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