+4.6%
UNH vs GME
-58.9%
+63.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.2% |
| 7D | -3.2% | +6.0% | -9.2% | -3.2% |
| 30D | -3.5% | +8.3% | -11.8% | -3.5% |
| 3M | -4.2% | -9.1% | +4.9% | -4.1% |
| 6M | +38.3% | -16.3% | +54.6% | +38.4% |
| YTD | +19.2% | +1.5% | +17.7% | +19.1% |
| 1Y | +15.0% | -16.3% | +31.3% | +15.0% |
| 3Y | -14.5% | +15.1% | -29.7% | -16.2% |
| 5Y | +4.6% | -57.2% | +61.7% | +2.2% |
| All | +4.6% | -58.9% | +63.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 5y: compounded portfolio wealth divided by compounded GME 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…
5y analysis · Full analysis span regression · 6 months rolling