+210.8%
GGLL vs UTHR
+167.6%
+43.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +7.7% | +5.2% | +2.5% | +7.2% |
| 30D | -30.2% | +9.5% | -39.7% | -30.8% |
| 3M | -31.3% | +17.9% | -49.2% | -32.5% |
| 6M | -52.1% | +2.0% | -54.1% | -52.2% |
| YTD | -25.9% | +21.3% | -47.2% | -27.5% |
| 1Y | -8.5% | +27.9% | -36.3% | -11.0% |
| 3Y | +165.5% | +162.3% | +3.2% | +147.7% |
| All | +210.8% | +167.6% | +43.1% | +177.4% |
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