+6,869.3%
UNH vs GS
+1,570.5%
+5,298.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.2% | -3.2% | +0.1% | -2.3% |
| 30D | +4.8% | -2.4% | +7.2% | +5.5% |
| 3M | -1.8% | -15.7% | +13.9% | +2.8% |
| 6M | +8.6% | -6.8% | +15.4% | +9.7% |
| YTD | +21.8% | -0.1% | +21.8% | +19.9% |
| 1Y | +25.8% | +12.1% | +13.7% | +19.8% |
| 3Y | -21.3% | +185.8% | -207.1% | -44.9% |
| 5Y | -5.3% | +140.1% | -145.4% | -31.3% |
| 10Y | +238.1% | +505.2% | -267.2% | +80.2% |
| All | +6,869.3% | +1,570.5% | +5,298.8% | +2,620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling