-24.9%
GFS vs UTHR
+150.6%
-175.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.3% |
| 7D | -7.8% | -6.1% | -1.7% | -7.0% |
| 30D | -19.7% | +3.1% | -22.8% | -19.9% |
| 3M | -23.1% | +5.5% | -28.6% | -23.7% |
| 6M | -46.4% | -5.8% | -40.6% | -45.9% |
| YTD | +11.0% | +15.3% | -4.3% | +8.4% |
| 1Y | +12.6% | +23.8% | -11.1% | +8.9% |
| 3Y | -24.9% | +146.3% | -171.3% | -30.4% |
| All | -24.9% | +150.6% | -175.5% | -30.4% |
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