-11.8%
UNH vs GPC
-2.2%
-9.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.3% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | -0.8% | +39.2% | -40.0% | -5.7% |
| 6M | +41.8% | +18.2% | +23.6% | +38.2% |
| YTD | +23.1% | +12.1% | +11.0% | +20.3% |
| 1Y | +28.5% | -0.7% | +29.2% | +28.2% |
| 3Y | -11.8% | -1.7% | -10.1% | -12.4% |
| All | -11.8% | -2.2% | -9.5% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling