-20.3%
UNH vs GEHC
+4.1%
-24.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | -1.7% | -7.6% | +6.0% | -0.9% |
| 30D | -3.8% | -10.7% | +6.8% | -2.7% |
| 3M | -4.3% | -1.2% | -3.1% | -4.4% |
| 6M | +38.6% | -13.7% | +52.4% | +40.3% |
| YTD | +20.7% | -20.4% | +41.1% | +23.2% |
| 1Y | +16.0% | -17.0% | +33.0% | +17.7% |
| 3Y | -13.5% | +0.9% | -14.4% | -13.1% |
| All | -20.3% | +4.1% | -24.3% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling