+134,607.8%
UNH vs GIS
+1,457.4%
+133,150.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | -1.7% | -8.6% | +6.9% | +2.0% |
| 30D | -3.8% | -0.5% | -3.4% | -3.9% |
| 3M | -4.3% | +11.9% | -16.2% | -9.3% |
| 6M | +38.6% | -11.6% | +50.2% | +44.3% |
| YTD | +20.7% | -16.3% | +37.0% | +27.7% |
| 1Y | +16.0% | -21.8% | +37.8% | +25.9% |
| 3Y | -13.5% | -35.7% | +22.2% | +0.1% |
| 5Y | +3.5% | -22.9% | +26.4% | +9.1% |
| 10Y | +245.3% | -16.8% | +262.2% | +237.4% |
| All | +134,607.8% | +1,457.4% | +133,150.3% | +23,472.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 all: compounded portfolio wealth divided by compounded GIS 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…
all analysis · Full analysis span regression · 6 months rolling