-1.9%
UNH vs GTLB
-50.1%
+48.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -4.5% | -5.7% | +1.2% | -4.4% |
| 30D | -6.5% | +15.1% | -21.7% | -7.0% |
| 3M | -6.0% | +65.5% | -71.4% | -7.6% |
| 6M | +33.7% | +102.9% | -69.2% | +30.3% |
| YTD | +16.4% | +25.2% | -8.8% | +15.0% |
| 1Y | +10.1% | -5.5% | +15.6% | +9.6% |
| 3Y | -16.3% | -10.9% | -5.4% | -17.3% |
| All | -1.9% | -50.1% | +48.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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