-54.6%
GTLB vs UTHR
+167.3%
-221.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.7% |
| 7D | +4.6% | -2.9% | +7.4% | +4.9% |
| 30D | +21.0% | -7.6% | +28.6% | +22.2% |
| 3M | +51.7% | -8.6% | +60.3% | +53.4% |
| 6M | +89.3% | +4.1% | +85.1% | +85.8% |
| YTD | +25.6% | +2.2% | +23.4% | +23.3% |
| 1Y | -1.5% | +26.2% | -27.7% | -7.8% |
| 3Y | -9.9% | +121.2% | -131.1% | -28.4% |
| All | -54.6% | +167.3% | -221.9% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling