-3.5%
GTLB vs UTHR
+24.4%
-27.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.0% |
| 7D | -4.1% | +2.8% | -6.9% | -3.5% |
| 30D | +12.3% | -2.3% | +14.6% | +12.1% |
| 3M | +65.9% | -7.4% | +73.3% | +64.3% |
| 6M | +104.0% | -6.0% | +109.9% | +100.6% |
| YTD | +26.0% | +3.4% | +22.6% | +22.9% |
| 1Y | -3.5% | +27.1% | -30.6% | -4.7% |
| All | -3.5% | +24.4% | -27.9% | -4.7% |
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 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