-44.2%
GPN vs UTHR
+138.8%
-183.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.8% |
| 7D | -3.5% | +2.8% | -6.3% | -3.8% |
| 30D | +3.1% | -2.3% | +5.4% | +3.3% |
| 3M | +42.3% | -7.4% | +49.7% | +43.2% |
| 6M | +20.9% | -6.0% | +26.8% | +21.4% |
| YTD | +15.2% | +3.4% | +11.8% | +14.4% |
| 1Y | +5.4% | +27.1% | -21.6% | +2.2% |
| 3Y | -27.4% | +123.8% | -151.2% | -35.9% |
| 5Y | -44.2% | +139.6% | -183.8% | -54.2% |
| All | -44.2% | +138.8% | -183.0% | -54.2% |
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