+225.1%
UNH vs GS
+474.9%
-249.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.1% |
| 7D | -1.6% | -0.1% | -1.4% | -1.6% |
| 30D | +6.5% | +3.7% | +2.8% | +5.1% |
| 3M | +0.8% | -10.0% | +10.8% | +3.8% |
| 6M | +6.1% | -1.0% | +7.1% | +5.0% |
| YTD | +24.5% | +7.0% | +17.5% | +19.2% |
| 1Y | +26.3% | +16.6% | +9.7% | +17.4% |
| 3Y | -20.7% | +204.4% | -225.1% | -50.6% |
| 5Y | -3.6% | +160.0% | -163.6% | -37.4% |
| 10Y | +225.1% | +458.9% | -233.8% | +35.3% |
| All | +225.1% | +474.9% | -249.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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