-2.4%
GFS vs UTHR
+158.7%
-161.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | +1.0% | -5.4% | +6.4% | +1.6% |
| 30D | -8.6% | -6.0% | -2.5% | -8.0% |
| 3M | -46.5% | -11.0% | -35.6% | -45.9% |
| 6M | -4.8% | -0.5% | -4.3% | -5.1% |
| YTD | +29.7% | +0.1% | +29.6% | +29.2% |
| 1Y | +35.8% | +28.2% | +7.7% | +31.7% |
| 3Y | -18.3% | +113.8% | -132.2% | -23.8% |
| All | -2.4% | +158.7% | -161.1% | -10.7% |
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 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