+2,938.0%
GE vs UNP
+10,112.2%
-7,174.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +4.0% | -2.1% | +6.1% | +5.1% |
| 30D | +11.1% | +7.3% | +3.8% | +7.4% |
| 3M | -6.7% | +3.6% | -10.4% | -8.5% |
| 6M | +14.3% | +15.8% | -1.6% | +5.7% |
| YTD | +11.7% | +32.6% | -20.8% | -3.3% |
| 1Y | +10.9% | +37.2% | -26.3% | -5.7% |
| 3Y | +279.0% | +52.6% | +226.4% | +202.9% |
| 5Y | +427.0% | +40.6% | +386.4% | +330.5% |
| 10Y | +158.6% | +288.4% | -129.9% | +31.7% |
| All | +2,938.0% | +10,112.2% | -7,174.2% | +293.3% |
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