-16.3%
UNH vs GNRC
+61.6%
-77.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.5% |
| 7D | -4.5% | -0.2% | -4.4% | -4.5% |
| 30D | -6.5% | -15.7% | +9.2% | -5.8% |
| 3M | -6.0% | -27.3% | +21.3% | -4.9% |
| 6M | +33.7% | -12.1% | +45.7% | +33.2% |
| YTD | +16.4% | +37.1% | -20.7% | +12.6% |
| 1Y | +10.1% | -0.5% | +10.5% | +8.0% |
| 3Y | -16.3% | +61.5% | -77.8% | -16.4% |
| All | -16.3% | +61.6% | -77.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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