+620.7%
GEV vs UNP
+26.4%
+594.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.3% | -5.3% | +8.6% | +5.1% |
| 30D | -7.5% | -1.5% | -5.9% | -7.0% |
| 3M | -2.2% | +10.3% | -12.4% | -5.6% |
| 6M | +12.1% | +9.7% | +2.4% | +8.2% |
| YTD | +44.4% | +27.1% | +17.3% | +32.1% |
| 1Y | +57.7% | +32.6% | +25.1% | +41.6% |
| All | +620.7% | +26.4% | +594.3% | +535.8% |
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 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