+225.1%
UNH vs GD
+174.7%
+50.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | +6.5% | +9.5% | -3.0% | +1.9% |
| 3M | +0.8% | -5.8% | +6.6% | +3.5% |
| 6M | +6.1% | +7.7% | -1.7% | +1.7% |
| YTD | +24.5% | +11.1% | +13.4% | +16.4% |
| 1Y | +26.3% | +6.1% | +20.2% | +20.8% |
| 3Y | -20.7% | +59.8% | -80.5% | -39.9% |
| 5Y | -3.6% | +104.6% | -108.2% | -37.4% |
| 10Y | +225.1% | +170.6% | +54.5% | +67.8% |
| All | +225.1% | +174.7% | +50.3% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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