+231.0%
UNH vs GD
+185.2%
+45.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.2% |
| 7D | -0.7% | -3.0% | +2.3% | +0.7% |
| 30D | +4.8% | +9.3% | -4.5% | +0.4% |
| 3M | -1.7% | -7.2% | +5.5% | +1.6% |
| 6M | +5.9% | +5.5% | +0.4% | +2.5% |
| YTD | +22.8% | +9.5% | +13.3% | +15.6% |
| 1Y | +25.9% | +6.4% | +19.5% | +20.1% |
| 3Y | -21.4% | +59.8% | -81.3% | -40.5% |
| 5Y | -6.3% | +98.0% | -104.3% | -38.1% |
| 10Y | +231.0% | +177.4% | +53.6% | +65.6% |
| All | +231.0% | +185.2% | +45.8% | +65.6% |
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