+281.8%
GE vs UNP
+46.5%
+235.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.5% |
| 30D | -9.5% | -1.1% | -8.4% | -9.1% |
| 3M | +4.1% | +7.9% | -3.7% | +0.3% |
| 6M | +3.9% | +14.6% | -10.7% | -3.1% |
| YTD | +9.0% | +26.6% | -17.6% | -2.9% |
| 1Y | +21.9% | +35.6% | -13.6% | +4.8% |
| 3Y | +281.8% | +45.5% | +236.3% | +214.9% |
| All | +281.8% | +46.5% | +235.3% | +214.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling