+5.6%
GTLB vs UTHR
+166.1%
-160.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -0.7% | +5.2% | -5.9% | -1.1% |
| 30D | -10.2% | +9.5% | -19.7% | -10.7% |
| 3M | +10.1% | +17.9% | -7.8% | +9.0% |
| 6M | +116.5% | +2.0% | +114.5% | +116.3% |
| YTD | +27.2% | +21.3% | +5.9% | +24.0% |
| 1Y | +8.6% | +27.9% | -19.3% | +5.1% |
| 3Y | +5.6% | +162.3% | -156.8% | +5.4% |
| All | +5.6% | +166.1% | -160.6% | +5.4% |
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