+291.6%
GDX vs UNH
+243.5%
+48.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.3% |
| 7D | -5.4% | -3.2% | -2.2% | -5.1% |
| 30D | +6.6% | -3.5% | +10.0% | +6.9% |
| 3M | +30.1% | -4.2% | +34.3% | +30.7% |
| 6M | -7.1% | +38.3% | -45.4% | -10.6% |
| YTD | +12.0% | +19.2% | -7.3% | +9.1% |
| 1Y | +41.2% | +15.0% | +26.2% | +38.0% |
| 3Y | +251.0% | -14.5% | +265.5% | +249.2% |
| 5Y | +226.7% | +4.6% | +222.2% | +217.9% |
| All | +291.6% | +243.5% | +48.1% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling