+478.1%
GLW vs UNH
-13.7%
+491.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.3% |
| 7D | +16.9% | -1.7% | +18.5% | +16.7% |
| 30D | +7.0% | -3.8% | +10.8% | +6.6% |
| 3M | -3.0% | -4.3% | +1.3% | -3.3% |
| 6M | +31.0% | +38.6% | -7.6% | +34.9% |
| YTD | +93.4% | +20.7% | +72.7% | +96.0% |
| 1Y | +134.7% | +16.0% | +118.7% | +137.8% |
| All | +478.1% | -13.7% | +491.8% | +496.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling