+417.9%
GE vs UNP
+48.4%
+369.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | -11.3% | -2.1% | -9.1% | -10.5% |
| 3M | -1.4% | +5.4% | -6.8% | -4.1% |
| 6M | +1.2% | +13.4% | -12.2% | -5.1% |
| YTD | +5.9% | +25.0% | -19.0% | -5.0% |
| 1Y | +18.4% | +34.6% | -16.2% | +2.3% |
| 3Y | +271.0% | +43.6% | +227.4% | +207.9% |
| 5Y | +417.9% | +51.7% | +366.2% | +290.1% |
| All | +417.9% | +48.4% | +369.5% | +290.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling