+914.3%
UTHR vs GWRE
+741.3%
+173.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +1.9% | -13.2% | +15.2% | +4.0% |
| 30D | -2.9% | -18.6% | +15.7% | -0.5% |
| 3M | -8.9% | +18.9% | -27.8% | -12.5% |
| 6M | -8.7% | -11.0% | +2.2% | -9.3% |
| YTD | +2.0% | -29.9% | +31.9% | +5.1% |
| 1Y | +22.8% | -44.3% | +67.1% | +31.5% |
| 3Y | +120.6% | +51.7% | +69.0% | +90.6% |
| 5Y | +136.4% | +15.4% | +121.0% | +112.6% |
| 10Y | +314.4% | +129.4% | +185.0% | +208.8% |
| All | +914.3% | +741.3% | +173.0% | +544.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling