+1,860.3%
GS vs UTHR
+8,281.0%
-6,420.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.0% | +0.7% | -5.2% |
| 7D | -6.3% | -4.7% | -1.6% | -5.5% |
| 30D | -3.1% | +4.4% | -7.6% | -3.9% |
| 3M | -17.7% | +9.0% | -26.7% | -19.1% |
| 6M | -4.6% | -1.1% | -3.4% | -4.8% |
| YTD | +0.3% | +16.1% | -15.8% | -3.2% |
| 1Y | +11.7% | +26.4% | -14.7% | +6.2% |
| 3Y | +183.6% | +152.1% | +31.5% | +133.0% |
| 5Y | +141.0% | +179.6% | -38.7% | +91.8% |
| 10Y | +507.4% | +395.6% | +111.8% | +321.8% |
| All | +1,860.3% | +8,281.0% | -6,420.8% | +800.6% |
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 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