+0.2%
GPC vs UTHR
+166.1%
-165.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.4% | +5.2% | -4.7% | +0.3% |
| 30D | -6.3% | +9.5% | -15.8% | -6.5% |
| 3M | -8.2% | +17.9% | -26.1% | -8.6% |
| 6M | +27.1% | +2.0% | +25.1% | +27.1% |
| YTD | +3.1% | +21.3% | -18.2% | +2.6% |
| 1Y | +0.1% | +27.9% | -27.8% | -0.7% |
| 3Y | +0.2% | +162.3% | -162.1% | -5.6% |
| All | +0.2% | +166.1% | -165.9% | -5.6% |
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