+228.0%
UNH vs GD
+190.6%
+37.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -3.2% | -5.0% | +1.8% | -0.8% |
| 30D | +4.8% | +8.9% | -4.1% | +0.6% |
| 3M | -1.8% | -8.0% | +6.2% | +1.9% |
| 6M | +8.6% | +2.9% | +5.7% | +6.4% |
| YTD | +21.8% | +7.1% | +14.7% | +15.9% |
| 1Y | +25.8% | +5.9% | +19.9% | +20.3% |
| 3Y | -21.3% | +53.9% | -75.2% | -39.1% |
| 5Y | -5.3% | +95.4% | -100.8% | -37.0% |
| All | +228.0% | +190.6% | +37.5% | +74.4% |
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