+19.4%
GLD vs UNP
+34.3%
-14.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.7% | -0.7% | +1.5% | +0.8% |
| 30D | +0.3% | -1.1% | +1.5% | +0.5% |
| 3M | +0.6% | +7.9% | -7.2% | +0.3% |
| 6M | -15.6% | +14.6% | -30.2% | -16.5% |
| YTD | +0.9% | +26.6% | -25.7% | 0.0% |
| 1Y | +19.4% | +35.6% | -16.2% | +17.0% |
| All | +19.4% | +34.3% | -14.9% | +17.0% |
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