-10.3%
GFS vs UTHR
+213.6%
-223.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +7.4% | +5.2% | +2.2% | +6.8% |
| 30D | -15.3% | +9.5% | -24.7% | -16.0% |
| 3M | -21.1% | +17.9% | -39.0% | -22.6% |
| 6M | -44.5% | +2.0% | -46.5% | -44.6% |
| YTD | +19.2% | +21.3% | -2.1% | +16.3% |
| 1Y | +27.2% | +27.9% | -0.6% | +23.4% |
| 3Y | -20.1% | +162.3% | -182.5% | -27.1% |
| 5Y | -25.6% | +190.7% | -216.3% | -31.9% |
| All | -10.3% | +213.6% | -223.9% | -19.7% |
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 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