+51.3%
GEV vs UNP
+35.2%
+16.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | -7.9% | -2.7% | -5.2% | -7.4% |
| 3M | +5.6% | +6.5% | -0.9% | +4.2% |
| 6M | +13.1% | +14.4% | -1.3% | +9.3% |
| YTD | +46.7% | +24.8% | +21.9% | +42.0% |
| 1Y | +51.3% | +34.4% | +16.9% | +45.8% |
| All | +51.3% | +35.2% | +16.1% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling