+194.0%
GGLL vs UTHR
+166.5%
+27.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +5.1% | -2.1% | +7.2% | +5.3% |
| 30D | -35.5% | +7.2% | -42.7% | -35.9% |
| 3M | -39.2% | +11.1% | -50.3% | -39.8% |
| 6M | -54.4% | +4.2% | -58.6% | -54.6% |
| YTD | -29.8% | +20.8% | -50.6% | -31.4% |
| 1Y | -20.4% | +29.7% | -50.1% | -22.7% |
| 3Y | +149.7% | +164.1% | -14.4% | +132.9% |
| All | +194.0% | +166.5% | +27.6% | +162.6% |
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