+606.9%
GEV vs UNP
+24.7%
+582.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | -8.7% | -2.0% | -6.7% | -8.2% |
| 3M | +6.6% | +7.5% | -0.9% | +3.8% |
| 6M | +10.2% | +15.3% | -5.1% | +4.4% |
| YTD | +41.6% | +25.4% | +16.2% | +30.1% |
| 1Y | +43.9% | +35.6% | +8.3% | +27.9% |
| All | +606.9% | +24.7% | +582.2% | +526.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling