+89.5%
GWW vs UTHR
+125.3%
-35.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | -0.5% | +3.0% | -3.5% | -0.5% |
| 30D | -1.4% | -4.3% | +2.9% | -1.3% |
| 3M | -3.6% | -8.4% | +4.7% | -3.4% |
| 6M | +15.1% | -4.2% | +19.3% | +15.1% |
| YTD | +27.5% | +4.0% | +23.5% | +27.0% |
| 1Y | +29.6% | +25.5% | +4.1% | +28.2% |
| All | +89.5% | +125.3% | -35.8% | +86.0% |
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