+214.3%
UNH vs GPC
+74.2%
+140.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | +2.4% | -1.3% | +3.7% | +2.8% |
| 30D | +7.2% | -6.0% | +13.3% | +9.4% |
| 3M | +0.5% | -7.6% | +8.1% | +3.0% |
| 6M | +3.4% | +24.2% | -20.8% | -6.0% |
| YTD | +25.2% | +2.7% | +22.4% | +20.6% |
| 1Y | +22.7% | +0.2% | +22.5% | +19.4% |
| 3Y | -20.3% | -0.8% | -19.5% | -25.1% |
| 5Y | -3.4% | +4.4% | -7.8% | -14.3% |
| All | +214.3% | +74.2% | +140.1% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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