+121.6%
GLD vs UNH
-5.9%
+127.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.9% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -1.3% | +4.8% | -6.1% | -1.4% |
| 3M | -4.8% | -1.7% | -3.0% | -4.7% |
| 6M | -12.5% | +5.9% | -18.4% | -12.6% |
| YTD | -4.2% | +22.8% | -27.1% | -5.1% |
| 1Y | +3.0% | +25.9% | -22.9% | +2.1% |
| 3Y | +109.1% | -21.4% | +130.6% | +109.3% |
| 5Y | +121.6% | -6.3% | +127.8% | +121.7% |
| All | +121.6% | -5.9% | +127.5% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling