+245.3%
UNH vs GPC
+83.6%
+161.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -1.7% | -0.6% | -1.0% | -1.5% |
| 30D | -3.8% | +1.3% | -5.1% | -4.4% |
| 3M | -4.3% | +37.1% | -41.4% | -15.7% |
| 6M | +38.6% | +23.2% | +15.4% | +26.6% |
| YTD | +20.7% | +13.1% | +7.6% | +12.7% |
| 1Y | +16.0% | +0.9% | +15.1% | +13.3% |
| 3Y | -13.5% | -0.8% | -12.7% | -18.1% |
| 5Y | +3.5% | +31.1% | -27.6% | -16.7% |
| 10Y | +245.3% | +87.4% | +158.0% | +115.5% |
| All | +245.3% | +83.6% | +161.7% | +115.5% |
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