+632.4%
GEV vs UNH
-19.3%
+651.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.6% |
| 7D | +1.6% | -4.5% | +6.2% | +1.7% |
| 30D | -7.9% | -6.5% | -1.4% | -7.9% |
| 3M | +5.6% | -6.0% | +11.6% | +5.6% |
| 6M | +13.1% | +33.7% | -20.6% | +11.6% |
| YTD | +46.7% | +16.4% | +30.3% | +44.7% |
| 1Y | +51.3% | +10.1% | +41.2% | +49.6% |
| All | +632.4% | -19.3% | +651.8% | +650.9% |
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