+218.2%
GLD vs UNH
+242.5%
-24.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.9% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +0.2% | -3.8% | +4.0% | +0.3% |
| 3M | +3.2% | -4.3% | +7.5% | +3.3% |
| 6M | -14.6% | +38.6% | -53.3% | -15.2% |
| YTD | +1.8% | +20.7% | -18.9% | +1.2% |
| 1Y | +20.7% | +16.0% | +4.7% | +20.1% |
| 3Y | +126.5% | -13.5% | +140.0% | +126.1% |
| 5Y | +140.0% | +3.5% | +136.5% | +139.2% |
| 10Y | +218.2% | +245.3% | -27.1% | +223.7% |
| All | +218.2% | +242.5% | -24.3% | +223.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling