+214.2%
GDX vs UNH
+1,064.6%
-850.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | +18.6% | -3.8% | +22.4% | +19.2% |
| 3M | +14.9% | +0.7% | +14.1% | +14.7% |
| 6M | -6.3% | +37.9% | -44.1% | -10.6% |
| YTD | +15.7% | +21.9% | -6.2% | +11.8% |
| 1Y | +54.8% | +31.4% | +23.5% | +47.8% |
| 3Y | +253.4% | -11.4% | +264.8% | +249.2% |
| 5Y | +219.7% | +2.5% | +217.1% | +207.9% |
| 10Y | +300.2% | +242.9% | +57.3% | +211.8% |
| All | +214.2% | +1,064.6% | -850.5% | +65.4% |
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 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