+124.5%
GLD vs UNH
-11.7%
+136.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.8% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | +0.3% | -1.5% | +1.8% | +0.3% |
| 3M | +0.6% | -0.8% | +1.5% | +0.6% |
| 6M | -15.6% | +41.8% | -57.4% | -16.2% |
| YTD | +0.9% | +23.1% | -22.2% | 0.0% |
| 1Y | +19.4% | +28.5% | -9.1% | +18.4% |
| 3Y | +124.5% | -11.8% | +136.2% | +120.5% |
| All | +124.5% | -11.7% | +136.1% | +120.5% |
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