+24.3%
GAP vs UTHR
+319.3%
-295.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -6.3% | +2.8% | -9.1% | -7.0% |
| 30D | -0.2% | -2.3% | +2.0% | +0.1% |
| 3M | 0.0% | -7.4% | +7.4% | +1.6% |
| 6M | -8.1% | -6.0% | -2.1% | -7.5% |
| YTD | -16.5% | +3.4% | -19.9% | -18.4% |
| 1Y | -10.5% | +27.1% | -37.5% | -17.3% |
| 3Y | +104.0% | +123.8% | -19.8% | +53.7% |
| 5Y | +6.8% | +139.6% | -132.9% | -24.0% |
| All | +24.3% | +319.3% | -295.0% | -37.8% |
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