+159.7%
GILD vs UNP
+285.4%
-125.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | +5.8% | -2.7% | +8.5% | +6.4% |
| 3M | +14.9% | +6.5% | +8.4% | +13.1% |
| 6M | -0.4% | +14.4% | -14.7% | -3.7% |
| YTD | +18.5% | +24.8% | -6.3% | +12.1% |
| 1Y | +25.1% | +34.4% | -9.3% | +16.2% |
| 3Y | +105.9% | +43.6% | +62.3% | +87.0% |
| 5Y | +143.0% | +53.2% | +89.8% | +114.4% |
| All | +159.7% | +285.4% | -125.7% | +81.4% |
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