+195.8%
GGLL vs UTHR
+163.7%
+32.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | +2.2% |
| 7D | +6.3% | -2.3% | +8.6% | +6.6% |
| 30D | -35.1% | +6.1% | -41.2% | -35.5% |
| 3M | -37.7% | +8.1% | -45.8% | -38.2% |
| 6M | -54.1% | +3.1% | -57.2% | -54.3% |
| YTD | -29.4% | +19.5% | -49.0% | -30.9% |
| 1Y | -13.4% | +29.7% | -43.1% | -15.9% |
| 3Y | +158.3% | +162.7% | -4.4% | +141.0% |
| All | +195.8% | +163.7% | +32.1% | +164.4% |
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 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