-7.3%
UNH vs GFS
-2.1%
-5.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.2% | +3.2% | -6.4% | -3.3% |
| 30D | -3.5% | -9.6% | +6.1% | -3.0% |
| 3M | -4.2% | -38.5% | +34.3% | -1.9% |
| 6M | +38.3% | -1.3% | +39.6% | +36.3% |
| YTD | +19.2% | +31.8% | -12.6% | +14.6% |
| 1Y | +15.0% | +44.6% | -29.6% | +9.7% |
| 3Y | -14.5% | -20.6% | +6.1% | -16.1% |
| All | -7.3% | -2.1% | -5.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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