+816.6%
GLD vs UNH
+1,165.5%
-348.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -0.5% |
| 30D | +4.4% | -3.8% | +8.2% | +4.4% |
| 3M | -1.1% | +0.7% | -1.8% | -1.1% |
| 6M | -13.8% | +37.9% | -51.6% | -13.5% |
| YTD | +2.6% | +21.9% | -19.3% | +2.8% |
| 1Y | +24.5% | +31.4% | -6.9% | +24.9% |
| 3Y | +125.8% | -11.4% | +137.2% | +125.9% |
| 5Y | +137.8% | +2.5% | +135.3% | +138.9% |
| 10Y | +221.4% | +242.9% | -21.5% | +235.0% |
| All | +816.6% | +1,165.5% | -348.9% | +939.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling