+217.5%
GGLL vs UTHR
+168.6%
+48.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +11.5% | +4.9% | +6.6% | +11.1% |
| 30D | -31.2% | +9.2% | -40.4% | -31.8% |
| 3M | -28.7% | +15.9% | -44.6% | -29.8% |
| 6M | -47.2% | +2.0% | -49.2% | -47.3% |
| YTD | -24.3% | +21.8% | -46.0% | -26.0% |
| 1Y | -12.0% | +28.6% | -40.5% | -14.5% |
| 3Y | +169.6% | +166.2% | +3.4% | +151.3% |
| All | +217.5% | +168.6% | +48.9% | +183.3% |
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