+87.2%
GPC vs UTHR
+363.8%
-276.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.8% |
| 7D | +0.8% | -2.3% | +3.1% | +1.1% |
| 30D | -1.1% | +6.1% | -7.1% | -1.9% |
| 3M | -6.6% | +8.1% | -14.7% | -7.9% |
| 6M | +22.2% | +3.1% | +19.1% | +21.3% |
| YTD | +5.1% | +19.5% | -14.5% | +1.5% |
| 1Y | +2.8% | +29.7% | -26.9% | -1.9% |
| 3Y | +2.4% | +162.7% | -160.3% | -16.1% |
| 5Y | +7.8% | +192.8% | -185.0% | -15.0% |
| 10Y | +87.2% | +348.1% | -260.9% | +24.8% |
| All | +87.2% | +363.8% | -276.5% | +24.8% |
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