+12.6%
GTLB vs UTHR
+40.6%
-28.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | -9.7% | +3.8% | -13.4% | -9.3% |
| 30D | +1.7% | +13.4% | -11.8% | +3.1% |
| 3M | +43.6% | +17.3% | +26.2% | +46.6% |
| 6M | +113.0% | +4.7% | +108.3% | +113.9% |
| YTD | +39.5% | +24.9% | +14.7% | +36.5% |
| 1Y | +12.6% | +39.1% | -26.5% | +24.2% |
| All | +12.6% | +40.6% | -28.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling