+18.6%
GLXY vs UTHR
+64.3%
-45.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.4% |
| 7D | +15.5% | -2.9% | +18.3% | +15.9% |
| 30D | +34.1% | -7.6% | +41.7% | +35.7% |
| 3M | -11.3% | -8.6% | -2.8% | -10.2% |
| 6M | +31.6% | +4.1% | +27.5% | +30.6% |
| YTD | +21.0% | +2.2% | +18.8% | +20.4% |
| 1Y | +11.7% | +26.2% | -14.5% | +7.8% |
| All | +18.6% | +64.3% | -45.7% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling