+755.2%
GLD vs UNH
+1,174.8%
-419.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.9% |
| 7D | +4.9% | -0.7% | +5.6% | +4.9% |
| 30D | -1.3% | +4.8% | -6.1% | -1.3% |
| 3M | -4.8% | -1.7% | -3.0% | -4.8% |
| 6M | -12.5% | +5.9% | -18.4% | -12.4% |
| YTD | -4.2% | +22.8% | -27.1% | -4.0% |
| 1Y | +3.0% | +25.9% | -22.9% | +3.3% |
| 3Y | +109.1% | -21.4% | +130.6% | +108.8% |
| 5Y | +121.6% | -6.3% | +127.8% | +122.2% |
| 10Y | +212.2% | +231.0% | -18.8% | +225.0% |
| All | +755.2% | +1,174.8% | -419.6% | +869.9% |
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