+228.4%
UNH vs GAP
+31.2%
+197.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.2% | -2.6% |
| 7D | -4.5% | -4.1% | -0.4% | -4.2% |
| 30D | -6.5% | +6.2% | -12.8% | -7.2% |
| 3M | -6.0% | -0.7% | -5.3% | -6.1% |
| 6M | +33.7% | -7.1% | +40.8% | +33.7% |
| YTD | +16.4% | -14.1% | +30.5% | +17.2% |
| 1Y | +10.1% | -8.5% | +18.6% | +9.9% |
| 3Y | -16.3% | +115.4% | -131.7% | -28.1% |
| 5Y | +2.1% | +9.8% | -7.7% | -7.0% |
| All | +228.4% | +31.2% | +197.1% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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