+5.0%
GPC vs UTHR
+179.7%
-174.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | +1.6% | -6.1% | +7.7% | +2.0% |
| 30D | -2.1% | +3.1% | -5.2% | -2.3% |
| 3M | -6.8% | +5.5% | -12.3% | -7.2% |
| 6M | +18.6% | -5.8% | +24.4% | +19.0% |
| YTD | +2.7% | +15.3% | -12.7% | +1.3% |
| 1Y | +1.8% | +23.8% | -22.0% | -0.2% |
| 3Y | +1.1% | +146.3% | -145.2% | -10.3% |
| All | +5.0% | +179.7% | -174.7% | -8.6% |
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 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