+2,883.5%
GE vs UNP
+9,690.0%
-6,806.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.6% | -5.3% | +3.8% | +1.0% |
| 30D | -11.6% | -1.5% | -10.0% | -11.0% |
| 3M | +3.0% | +10.3% | -7.2% | -2.1% |
| 6M | -0.5% | +9.7% | -10.2% | -5.4% |
| YTD | +9.7% | +27.1% | -17.4% | -3.0% |
| 1Y | +20.0% | +32.6% | -12.5% | +3.8% |
| 3Y | +275.8% | +40.0% | +235.9% | +213.2% |
| 5Y | +429.1% | +50.8% | +378.2% | +317.8% |
| 10Y | +151.2% | +278.6% | -127.5% | +29.5% |
| All | +2,883.5% | +9,690.0% | -6,806.4% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling