+100.5%
GD vs UTHR
+190.6%
-90.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.7% | +5.2% | -2.5% | +2.3% |
| 30D | +8.6% | +9.5% | -0.9% | +7.9% |
| 3M | -7.1% | +17.9% | -25.0% | -8.2% |
| 6M | +7.5% | +2.0% | +5.5% | +7.2% |
| YTD | +9.9% | +21.3% | -11.4% | +8.0% |
| 1Y | +7.6% | +27.9% | -20.3% | +5.2% |
| 3Y | +56.2% | +162.3% | -106.1% | +39.7% |
| All | +100.5% | +190.6% | -90.0% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling