+851.8%
GLW vs UNH
+235.3%
+616.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.6% |
| 7D | +7.8% | -4.5% | +12.4% | +9.1% |
| 30D | -0.4% | -6.5% | +6.1% | +1.2% |
| 3M | -5.6% | -6.0% | +0.4% | -4.5% |
| 6M | +26.7% | +33.7% | -6.9% | +16.3% |
| YTD | +91.0% | +16.4% | +74.7% | +78.4% |
| 1Y | +122.4% | +10.1% | +112.3% | +110.8% |
| 3Y | +471.0% | -16.3% | +487.3% | +447.6% |
| 5Y | +385.6% | +2.1% | +383.5% | +301.1% |
| All | +851.8% | +235.3% | +616.5% | +383.3% |
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 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