+514.9%
GEV vs UNP
+32.0%
+482.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +3.7% | +4.2% | -0.5% | +2.6% |
| 30D | -14.7% | +5.6% | -20.3% | -16.1% |
| 3M | -23.4% | +2.0% | -25.5% | -23.9% |
| 6M | -24.3% | +15.4% | -39.7% | -28.1% |
| YTD | +23.2% | +32.7% | -9.5% | +11.2% |
| 1Y | +44.2% | +39.4% | +4.8% | +27.5% |
| All | +514.9% | +32.0% | +482.9% | +435.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling