+123.2%
GLW vs UNH
+33.2%
+90.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.5% |
| 7D | +3.8% | +1.1% | +2.7% | +4.0% |
| 30D | -1.3% | -3.8% | +2.4% | -2.2% |
| 3M | -21.8% | +0.7% | -22.5% | -21.6% |
| 6M | +6.9% | +37.9% | -31.0% | +14.6% |
| YTD | +77.2% | +21.9% | +55.2% | +78.0% |
| 1Y | +123.2% | +31.4% | +91.9% | +131.2% |
| All | +123.2% | +33.2% | +90.0% | +131.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling