+20.0%
GE vs UNP
+32.8%
-12.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.6% | -5.3% | +3.8% | +0.1% |
| 30D | -11.6% | -1.5% | -10.0% | -11.2% |
| 3M | +3.0% | +10.3% | -7.2% | -0.8% |
| 6M | -0.5% | +9.7% | -10.2% | -5.2% |
| YTD | +9.7% | +27.1% | -17.4% | +0.9% |
| 1Y | +20.0% | +32.6% | -12.5% | +10.2% |
| All | +20.0% | +32.8% | -12.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling