+526.0%
GLW vs UNH
+226.7%
+299.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | +7.7% | +3.4% | +4.4% | +6.8% |
| 30D | -18.8% | +3.0% | -21.8% | -19.5% |
| 3M | -27.7% | +2.7% | -30.5% | -28.4% |
| 6M | -44.4% | +2.8% | -47.2% | -45.2% |
| YTD | +31.3% | +25.9% | +5.4% | +20.0% |
| 1Y | +40.0% | +25.8% | +14.3% | +27.8% |
| 3Y | +339.2% | -20.0% | +359.3% | +340.8% |
| 5Y | +229.2% | -2.8% | +232.0% | +187.1% |
| All | +526.0% | +226.7% | +299.3% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling