+2.8%
GLD vs UNH
+28.3%
-25.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.6% |
| 7D | -0.3% | +0.6% | -0.8% | -0.3% |
| 30D | -1.9% | +8.1% | -10.0% | -2.4% |
| 3M | -0.4% | +1.1% | -1.5% | -0.5% |
| 6M | -10.2% | +11.7% | -21.9% | -10.9% |
| YTD | -6.0% | +26.5% | -32.5% | -10.6% |
| 1Y | +2.8% | +27.0% | -24.2% | -2.2% |
| All | +2.8% | +28.3% | -25.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling