+632.4%
GEV vs UNP
+24.1%
+608.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +1.6% | -1.8% | +3.4% | +2.2% |
| 30D | -7.9% | -2.7% | -5.2% | -7.2% |
| 3M | +5.6% | +6.5% | -0.9% | +3.2% |
| 6M | +13.1% | +14.4% | -1.3% | +7.4% |
| YTD | +46.7% | +24.8% | +21.9% | +35.0% |
| 1Y | +51.3% | +34.4% | +16.9% | +34.9% |
| All | +632.4% | +24.1% | +608.3% | +549.9% |
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 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