+732.3%
GLD vs UNH
+1,198.8%
-466.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.7% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -4.0% | +6.8% | -10.8% | -3.9% |
| 3M | -8.2% | -0.3% | -8.0% | -8.2% |
| 6M | -14.8% | +7.9% | -22.7% | -14.8% |
| YTD | -6.8% | +25.1% | -31.9% | -6.6% |
| 1Y | -2.4% | +29.3% | -31.7% | -2.1% |
| 3Y | +105.8% | -20.3% | +126.1% | +105.5% |
| 5Y | +113.3% | -3.6% | +116.9% | +114.0% |
| 10Y | +208.4% | +227.5% | -19.0% | +220.9% |
| All | +732.3% | +1,198.8% | -466.6% | +844.1% |
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