-54.8%
GTLB vs UTHR
+166.9%
-221.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | -5.7% | +1.9% | -7.6% | -6.0% |
| 30D | +15.1% | -2.9% | +18.0% | +15.5% |
| 3M | +65.5% | -8.9% | +74.3% | +67.4% |
| 6M | +102.9% | -8.7% | +111.6% | +104.1% |
| YTD | +25.2% | +2.0% | +23.2% | +22.9% |
| 1Y | -5.5% | +22.8% | -28.3% | -11.0% |
| 3Y | -10.9% | +120.6% | -131.5% | -29.1% |
| All | -54.8% | +166.9% | -221.6% | -66.7% |
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