+96.9%
GLD vs UNP
+53.1%
+43.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | -4.6% | +4.2% | -8.8% | -4.6% |
| 30D | -5.5% | +5.6% | -11.1% | -5.5% |
| 3M | -10.9% | +2.0% | -12.9% | -10.9% |
| 6M | -17.4% | +15.4% | -32.8% | -17.5% |
| YTD | -10.3% | +32.7% | -43.0% | -10.4% |
| 1Y | -7.2% | +39.4% | -46.6% | -7.2% |
| 3Y | +96.9% | +54.3% | +42.6% | +90.2% |
| All | +96.9% | +53.1% | +43.9% | +90.2% |
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