-12.1%
GTLB vs UTHR
+125.3%
-137.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.8% |
| 7D | -6.6% | +3.0% | -9.6% | -6.7% |
| 30D | +13.7% | -4.3% | +18.1% | +14.1% |
| 3M | +52.9% | -8.4% | +61.3% | +53.8% |
| 6M | +88.5% | -4.2% | +92.7% | +87.9% |
| YTD | +23.4% | +4.0% | +19.4% | +21.5% |
| 1Y | -3.8% | +25.5% | -29.3% | -8.1% |
| All | -12.1% | +125.3% | -137.4% | -19.7% |
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 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