+299.0%
UTHR vs GWRE
+131.0%
+168.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +1.9% | -13.2% | +15.2% | +3.7% |
| 30D | -2.9% | -18.6% | +15.7% | -0.9% |
| 3M | -8.9% | +18.9% | -27.8% | -12.0% |
| 6M | -8.7% | -11.0% | +2.2% | -9.1% |
| YTD | +2.0% | -29.9% | +31.9% | +5.0% |
| 1Y | +22.8% | -44.3% | +67.1% | +31.1% |
| 3Y | +120.6% | +51.7% | +69.0% | +91.8% |
| 5Y | +136.4% | +15.4% | +121.0% | +118.0% |
| All | +299.0% | +131.0% | +168.1% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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