+228.4%
UNH vs GM
+240.0%
-11.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -4.5% | -2.4% | -2.1% | -4.1% |
| 30D | -6.5% | -1.1% | -5.4% | -6.4% |
| 3M | -6.0% | +6.1% | -12.1% | -7.3% |
| 6M | +33.7% | +15.0% | +18.7% | +29.5% |
| YTD | +16.4% | +6.0% | +10.4% | +13.8% |
| 1Y | +10.1% | +47.1% | -37.0% | +0.1% |
| 3Y | -16.3% | +170.5% | -186.8% | -35.6% |
| 5Y | +2.1% | +80.5% | -78.4% | -16.3% |
| All | +228.4% | +240.0% | -11.7% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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