+1,423.1%
UNH vs GNRC
+2,020.8%
-597.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -3.2% | -0.7% | -2.4% | -3.1% |
| 30D | -3.5% | -15.8% | +12.4% | -1.2% |
| 3M | -4.2% | -24.0% | +19.9% | -1.1% |
| 6M | +38.3% | -13.8% | +52.1% | +39.2% |
| YTD | +19.2% | +33.2% | -14.0% | +11.9% |
| 1Y | +15.0% | -1.8% | +16.8% | +12.5% |
| 3Y | -14.5% | +57.7% | -72.3% | -24.3% |
| 5Y | +4.6% | -59.7% | +64.3% | +11.3% |
| 10Y | +241.1% | +430.7% | -189.6% | +111.2% |
| All | +1,423.1% | +2,020.8% | -597.7% | +633.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling