-16.3%
UNH vs GDDY
+30.8%
-47.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.1% | -2.5% |
| 7D | -4.5% | -3.2% | -1.3% | -4.3% |
| 30D | -6.5% | +6.8% | -13.3% | -7.3% |
| 3M | -6.0% | +30.5% | -36.5% | -8.8% |
| 6M | +33.7% | +13.3% | +20.3% | +31.0% |
| YTD | +16.4% | -21.0% | +37.4% | +19.2% |
| 1Y | +10.1% | -34.0% | +44.1% | +15.1% |
| 3Y | -16.3% | +33.1% | -49.4% | -9.5% |
| All | -16.3% | +30.8% | -47.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling