-55.2%
GLXY vs UTHR
+40.6%
-95.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.2% | -18.2% | -17.1% |
| 7D | -26.8% | +3.8% | -30.6% | -27.2% |
| 30D | -38.3% | +13.4% | -51.8% | -39.4% |
| 3M | -36.9% | +17.3% | -54.2% | -38.1% |
| 6M | -52.1% | +4.7% | -56.8% | -52.0% |
| YTD | -37.5% | +24.9% | -62.4% | -39.4% |
| 1Y | -55.2% | +39.1% | -94.3% | -58.7% |
| All | -55.2% | +40.6% | -95.8% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling