+61.1%
UNH vs GH
+467.1%
-406.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | -4.5% | -2.5% | -2.0% | -4.3% |
| 30D | -6.5% | -4.7% | -1.9% | -6.2% |
| 3M | -6.0% | +20.2% | -26.2% | -7.6% |
| 6M | +33.7% | +78.8% | -45.1% | +26.7% |
| YTD | +16.4% | +54.1% | -37.7% | +11.5% |
| 1Y | +10.1% | +177.1% | -167.0% | -0.1% |
| 3Y | -16.3% | +371.6% | -387.9% | -29.3% |
| 5Y | +2.1% | +21.9% | -19.8% | -5.2% |
| All | +61.1% | +467.1% | -406.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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