+258.1%
GDX vs UNH
-13.7%
+271.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +1.9% | -1.7% | +3.5% | +2.0% |
| 30D | +9.9% | -3.8% | +13.8% | +10.2% |
| 3M | +28.2% | -4.3% | +32.5% | +28.6% |
| 6M | -2.9% | +38.6% | -41.5% | -5.4% |
| YTD | +16.0% | +20.7% | -4.7% | +13.6% |
| 1Y | +49.9% | +16.0% | +33.9% | +47.0% |
| All | +258.1% | -13.7% | +271.8% | +244.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling