-20.3%
UNH vs GLDM
+106.4%
-126.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.0% |
| 7D | +0.2% | +2.9% | -2.7% | 0.0% |
| 30D | +6.8% | -3.9% | +10.7% | +7.0% |
| 3M | -0.3% | -8.1% | +7.9% | +0.1% |
| 6M | +7.9% | -14.7% | +22.6% | +8.5% |
| YTD | +25.1% | -6.6% | +31.7% | +26.0% |
| 1Y | +29.3% | -2.1% | +31.4% | +30.3% |
| 3Y | -20.3% | +107.7% | -128.0% | -15.4% |
| All | -20.3% | +106.4% | -126.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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