-40.1%
GLXY vs UTHR
+85.5%
-125.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.3% |
| 7D | -14.6% | -6.1% | -8.5% | -13.8% |
| 30D | -36.2% | +3.1% | -39.3% | -36.4% |
| 3M | -30.1% | +5.5% | -35.5% | -30.6% |
| 6M | -56.1% | -5.8% | -50.3% | -55.7% |
| YTD | -38.9% | +15.3% | -54.3% | -40.3% |
| 1Y | -55.0% | +23.8% | -78.8% | -56.4% |
| All | -40.1% | +85.5% | -125.6% | -45.0% |
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