+188.6%
GGLL vs UTHR
+154.4%
+34.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | +3.1% | -6.1% | +9.2% | +3.7% |
| 30D | -36.3% | +3.1% | -39.5% | -36.5% |
| 3M | -40.4% | +5.5% | -45.8% | -40.8% |
| 6M | -54.6% | -5.8% | -48.8% | -54.4% |
| YTD | -31.1% | +15.3% | -46.5% | -32.4% |
| 1Y | -19.2% | +23.8% | -43.0% | -21.2% |
| 3Y | +151.5% | +146.3% | +5.2% | +135.9% |
| All | +188.6% | +154.4% | +34.2% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling