+80.7%
GPC vs UTHR
+308.5%
-227.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.2% |
| 7D | +0.2% | -2.9% | +3.1% | +0.6% |
| 30D | -0.4% | -7.6% | +7.2% | +0.7% |
| 3M | +39.2% | -8.6% | +47.8% | +40.9% |
| 6M | +18.2% | +4.1% | +14.1% | +17.0% |
| YTD | +12.1% | +2.2% | +9.9% | +11.0% |
| 1Y | -0.7% | +26.2% | -26.9% | -5.0% |
| 3Y | -1.7% | +121.2% | -122.9% | -17.3% |
| 5Y | +29.3% | +136.5% | -107.3% | +5.5% |
| 10Y | +80.7% | +300.1% | -219.4% | +19.8% |
| All | +80.7% | +308.5% | -227.9% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling