+152.3%
GDX vs UNH
-3.7%
+156.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -4.6% | +2.4% | -6.9% | -4.8% |
| 30D | -6.2% | +7.2% | -13.4% | -7.0% |
| 3M | -10.0% | +0.5% | -10.5% | -10.2% |
| 6M | -15.8% | +3.4% | -19.2% | -16.2% |
| YTD | -4.6% | +25.2% | -29.7% | -7.9% |
| 1Y | +4.0% | +22.7% | -18.6% | +0.6% |
| 3Y | +211.1% | -20.3% | +231.4% | +214.4% |
| 5Y | +152.3% | -3.4% | +155.7% | +144.0% |
| All | +152.3% | -3.7% | +156.0% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling