+6,879.2%
UNH vs GS
+1,903.9%
+4,975.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | +0.9% | +0.1% | +0.8% |
| 30D | -3.8% | -1.6% | -2.2% | -3.4% |
| 3M | +0.7% | -4.5% | +5.2% | +1.4% |
| 6M | +37.9% | +20.9% | +17.0% | +29.2% |
| YTD | +21.9% | +19.9% | +2.0% | +14.2% |
| 1Y | +31.4% | +41.4% | -10.0% | +17.2% |
| 3Y | -11.4% | +239.2% | -250.6% | -40.9% |
| 5Y | +2.5% | +185.0% | -182.5% | -29.1% |
| 10Y | +242.9% | +655.0% | -412.1% | +71.9% |
| All | +6,879.2% | +1,903.9% | +4,975.3% | +2,492.1% |
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