-26.9%
GPN vs UTHR
+121.0%
-147.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -4.3% | +1.9% | -6.3% | -4.4% |
| 30D | 0.0% | -2.9% | +2.9% | +0.1% |
| 3M | +35.8% | -8.9% | +44.7% | +36.5% |
| 6M | +22.0% | -8.7% | +30.7% | +22.6% |
| YTD | +15.2% | +2.0% | +13.2% | +14.9% |
| 1Y | +3.5% | +22.8% | -19.3% | +1.7% |
| 3Y | -26.9% | +120.6% | -147.6% | -29.9% |
| All | -26.9% | +121.0% | -147.9% | -29.9% |
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