+2,532.7%
UNH vs GME
+1,205.5%
+1,327.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.5% |
| 7D | -4.5% | +10.4% | -14.9% | -4.9% |
| 30D | -6.5% | +14.1% | -20.6% | -7.0% |
| 3M | -6.0% | -4.6% | -1.3% | -5.9% |
| 6M | +33.7% | -13.5% | +47.2% | +34.1% |
| YTD | +16.4% | +5.3% | +11.1% | +15.9% |
| 1Y | +10.1% | -14.9% | +25.0% | +10.4% |
| 3Y | -16.3% | +24.3% | -40.6% | -21.2% |
| 5Y | +2.1% | -55.6% | +57.7% | -2.7% |
| 10Y | +233.1% | +288.5% | -55.4% | +82.5% |
| All | +2,532.7% | +1,205.5% | +1,327.3% | +1,024.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling