+557.4%
GWW vs UTHR
+319.3%
+238.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -3.1% | +2.8% | -5.9% | -3.6% |
| 30D | -2.3% | -2.3% | -0.1% | -2.1% |
| 3M | -3.3% | -7.4% | +4.1% | -2.3% |
| 6M | +15.4% | -6.0% | +21.3% | +16.0% |
| YTD | +26.7% | +3.4% | +23.3% | +25.1% |
| 1Y | +29.0% | +27.1% | +1.9% | +22.7% |
| 3Y | +89.0% | +123.8% | -34.8% | +56.7% |
| 5Y | +221.8% | +139.6% | +82.1% | +157.9% |
| All | +557.4% | +319.3% | +238.0% | +311.3% |
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