+25.3%
GPN vs UTHR
+313.7%
-288.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -4.6% | +1.9% | -6.5% | -5.0% |
| 30D | -0.3% | -2.9% | +2.6% | +0.2% |
| 3M | +35.4% | -8.9% | +44.3% | +37.7% |
| 6M | +21.7% | -8.7% | +30.4% | +23.4% |
| YTD | +14.9% | +2.0% | +12.9% | +13.2% |
| 1Y | +3.2% | +22.8% | -19.6% | -2.7% |
| 3Y | -27.1% | +120.6% | -147.8% | -42.8% |
| 5Y | -44.4% | +136.4% | -180.8% | -58.5% |
| All | +25.3% | +313.7% | -288.4% | -26.7% |
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