+328.7%
GGLL vs UTHR
+120.8%
+207.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -4.8% | -5.4% | +0.6% | -4.3% |
| 30D | -13.7% | -6.0% | -7.6% | -13.2% |
| 3M | -21.9% | -11.0% | -10.9% | -21.0% |
| 6M | +11.7% | -0.5% | +12.2% | +11.5% |
| YTD | +2.3% | +0.1% | +2.2% | +2.0% |
| 1Y | +76.2% | +28.2% | +48.0% | +71.9% |
| 3Y | +245.0% | +113.8% | +131.2% | +228.8% |
| All | +328.7% | +120.8% | +207.9% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling