+152.0%
GE vs UNP
+286.3%
-134.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +2.7% | +4.2% | -1.6% | +0.2% |
| 30D | +8.1% | +5.6% | +2.5% | +4.6% |
| 3M | -7.9% | +2.0% | -9.9% | -9.2% |
| 6M | +12.9% | +15.4% | -2.5% | +2.6% |
| YTD | +8.2% | +32.7% | -24.5% | -9.9% |
| 1Y | +9.7% | +39.4% | -29.8% | -11.5% |
| 3Y | +266.1% | +54.3% | +211.8% | +171.6% |
| 5Y | +407.4% | +39.6% | +367.7% | +289.9% |
| All | +152.0% | +286.3% | -134.4% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling