+177.4%
GD vs UTHR
+363.8%
-186.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.4% | +1.8% |
| 7D | -3.0% | -2.3% | -0.8% | -2.8% |
| 30D | +9.3% | +6.1% | +3.2% | +8.4% |
| 3M | -7.2% | +8.1% | -15.3% | -8.4% |
| 6M | +5.5% | +3.1% | +2.4% | +4.8% |
| YTD | +9.5% | +19.5% | -10.0% | +6.0% |
| 1Y | +6.4% | +29.7% | -23.3% | +1.8% |
| 3Y | +59.8% | +162.7% | -102.9% | +32.9% |
| 5Y | +98.0% | +192.8% | -94.8% | +58.9% |
| 10Y | +177.4% | +348.1% | -170.7% | +92.8% |
| All | +177.4% | +363.8% | -186.4% | +92.8% |
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