+32.8%
GPC vs UTHR
+133.0%
-100.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +1.2% | -5.4% | +6.6% | +1.6% |
| 30D | +6.0% | -6.0% | +12.0% | +6.4% |
| 3M | +42.6% | -11.0% | +53.6% | +43.9% |
| 6M | +22.8% | -0.5% | +23.3% | +22.7% |
| YTD | +15.5% | +0.1% | +15.4% | +15.2% |
| 1Y | +2.0% | +28.2% | -26.1% | -0.6% |
| 3Y | -1.4% | +113.8% | -115.2% | -11.7% |
| All | +32.8% | +133.0% | -100.2% | +16.0% |
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