-2.7%
GFS vs UTHR
+164.1%
-166.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +2.6% | -2.9% | +5.5% | +3.0% |
| 30D | -16.4% | -7.6% | -8.8% | -15.7% |
| 3M | -41.6% | -8.6% | -33.0% | -41.1% |
| 6M | -3.7% | +4.1% | -7.8% | -4.5% |
| YTD | +29.3% | +2.2% | +27.1% | +28.6% |
| 1Y | +37.1% | +26.2% | +10.9% | +33.1% |
| 3Y | -22.1% | +121.2% | -143.3% | -27.6% |
| All | -2.7% | +164.1% | -166.8% | -11.2% |
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