-20.9%
UNH vs GSK
+64.8%
-85.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | +6.5% | +7.8% | -1.4% | +5.3% |
| 3M | +0.8% | +0.3% | +0.5% | +0.6% |
| 6M | +6.1% | +3.4% | +2.6% | +5.3% |
| YTD | +24.5% | +5.9% | +18.6% | +22.3% |
| 1Y | +26.3% | +8.2% | +18.1% | +23.6% |
| All | -20.9% | +64.8% | -85.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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