+139,595.9%
UNH vs GPC
+2,105.4%
+137,490.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | +6.8% | -1.8% | +8.6% | +7.3% |
| 3M | -0.3% | -6.6% | +6.3% | +2.0% |
| 6M | +7.9% | +21.3% | -13.4% | -1.8% |
| YTD | +25.1% | +4.3% | +20.9% | +19.5% |
| 1Y | +29.3% | +3.3% | +26.1% | +24.0% |
| 3Y | -20.3% | +0.8% | -21.1% | -25.7% |
| 5Y | -3.6% | +7.4% | -11.0% | -14.6% |
| 10Y | +227.5% | +79.2% | +148.2% | +121.1% |
| All | +139,595.9% | +2,105.4% | +137,490.5% | +29,525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling