+158.4%
GDX vs UNH
+1,102.3%
-943.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -6.8% | +3.4% | -10.2% | -7.2% |
| 30D | -2.1% | +3.0% | -5.1% | -2.6% |
| 3M | -7.5% | +2.7% | -10.2% | -8.0% |
| 6M | -15.2% | +2.8% | -17.9% | -15.7% |
| YTD | -4.8% | +25.9% | -30.7% | -8.6% |
| 1Y | +6.7% | +25.8% | -19.1% | +2.5% |
| 3Y | +212.7% | -20.0% | +232.8% | +213.7% |
| 5Y | +151.7% | -2.8% | +154.5% | +144.2% |
| 10Y | +330.3% | +228.7% | +101.6% | +237.6% |
| All | +158.4% | +1,102.3% | -943.9% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling