+289.2%
GFI vs UTHR
+121.0%
+168.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | -4.9% | +1.9% | -6.8% | -5.1% |
| 30D | +10.7% | -2.9% | +13.6% | +11.1% |
| 3M | +25.6% | -8.9% | +34.5% | +27.0% |
| 6M | -8.3% | -8.7% | +0.5% | -7.2% |
| YTD | +6.3% | +2.0% | +4.3% | +6.3% |
| 1Y | +22.1% | +22.8% | -0.7% | +20.4% |
| 3Y | +289.2% | +120.6% | +168.6% | +260.9% |
| All | +289.2% | +121.0% | +168.2% | +260.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling