+96.7%
GD vs UTHR
+181.3%
-84.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -1.8% |
| 7D | -3.9% | -4.7% | +0.8% | -3.6% |
| 30D | +8.1% | +4.4% | +3.6% | +7.7% |
| 3M | -6.8% | +9.0% | -15.8% | -7.4% |
| 6M | +3.0% | -1.1% | +4.1% | +3.0% |
| YTD | +7.8% | +16.1% | -8.3% | +6.2% |
| 1Y | +5.8% | +26.4% | -20.6% | +3.5% |
| 3Y | +55.3% | +152.1% | -96.8% | +39.3% |
| 5Y | +96.7% | +179.6% | -83.0% | +74.3% |
| All | +96.7% | +181.3% | -84.6% | +74.3% |
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 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