+2,639.3%
GFI vs UTHR
+7,364.6%
-4,725.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | -5.1% | +2.8% | -7.9% | -5.2% |
| 30D | +13.4% | -2.3% | +15.7% | +13.5% |
| 3M | +36.2% | -7.4% | +43.6% | +36.6% |
| 6M | -9.8% | -6.0% | -3.9% | -9.6% |
| YTD | +7.7% | +3.4% | +4.3% | +7.5% |
| 1Y | +27.2% | +27.1% | +0.1% | +26.2% |
| 3Y | +300.3% | +123.8% | +176.5% | +289.2% |
| 5Y | +539.8% | +139.6% | +400.1% | +520.0% |
| 10Y | +1,058.5% | +320.0% | +738.5% | +1,004.0% |
| All | +2,639.3% | +7,364.6% | -4,725.3% | +3,151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling