-23.5%
GFS vs UTHR
+195.4%
-218.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +17.2% | +4.9% | +12.3% | +16.6% |
| 30D | -8.7% | +9.2% | -17.9% | -9.5% |
| 3M | -19.7% | +15.9% | -35.6% | -21.0% |
| 6M | -40.7% | +2.0% | -42.7% | -40.8% |
| YTD | +22.5% | +21.8% | +0.8% | +19.5% |
| 1Y | +25.2% | +28.6% | -3.3% | +21.4% |
| 3Y | -17.7% | +166.2% | -183.9% | -24.4% |
| 5Y | -23.5% | +191.8% | -215.3% | -30.9% |
| All | -23.5% | +195.4% | -218.9% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling