-21.3%
UNH vs GLDM
+104.2%
-125.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -3.2% | +4.7% | -7.8% | -3.3% |
| 30D | +4.8% | -0.9% | +5.7% | +4.8% |
| 3M | -1.8% | -4.3% | +2.5% | -1.7% |
| 6M | +8.6% | -13.4% | +22.0% | +9.2% |
| YTD | +21.8% | -5.8% | +27.6% | +22.5% |
| 1Y | +25.8% | +2.1% | +23.8% | +26.9% |
| 3Y | -21.3% | +105.0% | -126.3% | -16.5% |
| All | -21.3% | +104.2% | -125.5% | -16.5% |
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