-0.5%
UNH vs GWRE
+15.1%
-15.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | -4.5% | -13.2% | +8.7% | -3.7% |
| 30D | -6.5% | -18.6% | +12.0% | -5.5% |
| 3M | -6.0% | +18.9% | -24.9% | -7.8% |
| 6M | +33.7% | -11.0% | +44.6% | +33.3% |
| YTD | +16.4% | -29.9% | +46.3% | +18.1% |
| 1Y | +10.1% | -44.3% | +54.4% | +13.8% |
| 3Y | -16.3% | +51.7% | -68.0% | -19.6% |
| All | -0.5% | +15.1% | -15.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling