-12.2%
GGLL vs UTHR
+40.6%
-52.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.5% |
| 7D | -23.1% | +3.8% | -26.9% | -23.2% |
| 30D | -32.9% | +13.4% | -46.3% | -33.5% |
| 3M | -44.9% | +17.3% | -62.2% | -45.8% |
| 6M | -49.5% | +4.7% | -54.2% | -49.3% |
| YTD | -28.9% | +24.9% | -53.8% | -31.2% |
| 1Y | -12.2% | +39.1% | -51.3% | -31.8% |
| All | -12.2% | +40.6% | -52.8% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling