+188.5%
GD vs UTHR
+382.4%
-193.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.6% |
| 7D | -5.0% | -6.1% | +1.2% | -4.2% |
| 30D | +8.9% | +3.1% | +5.8% | +8.4% |
| 3M | -8.0% | +5.5% | -13.5% | -8.9% |
| 6M | +2.9% | -5.8% | +8.7% | +3.5% |
| YTD | +7.1% | +15.3% | -8.3% | +4.1% |
| 1Y | +5.9% | +23.8% | -17.9% | +1.9% |
| 3Y | +53.9% | +146.3% | -92.4% | +28.7% |
| 5Y | +95.4% | +177.8% | -82.4% | +57.4% |
| All | +188.5% | +382.4% | -193.9% | +93.3% |
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