+387.1%
GLW vs UNH
+5.4%
+381.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.6% | +7.6% |
| 7D | +14.0% | +1.1% | +12.9% | +14.0% |
| 30D | +0.4% | -1.5% | +1.9% | +0.3% |
| 3M | -11.3% | -0.8% | -10.5% | -11.4% |
| 6M | +35.1% | +41.8% | -6.7% | +35.5% |
| YTD | +90.5% | +23.1% | +67.5% | +89.7% |
| 1Y | +132.0% | +28.5% | +103.5% | +130.6% |
| 3Y | +463.3% | -11.8% | +475.1% | +461.9% |
| All | +387.1% | +5.4% | +381.8% | +339.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling