-3.8%
UNH vs FGI
-68.3%
+64.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -0.6% |
| 7D | -1.6% | +6.9% | -8.4% | -1.6% |
| 30D | +6.5% | +3.9% | +2.5% | +6.4% |
| 3M | +0.8% | +74.3% | -73.5% | +0.3% |
| 6M | +6.1% | +28.9% | -22.9% | +5.7% |
| YTD | +24.5% | +39.1% | -14.6% | +23.1% |
| 1Y | +26.3% | +49.3% | -23.0% | +24.6% |
| 3Y | -20.7% | +5.7% | -26.5% | -22.4% |
| All | -3.8% | -68.3% | +64.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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