+118.6%
GLD vs UNP
+35.3%
+83.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | +4.7% | -4.6% | +9.3% | +4.9% |
| 30D | -0.9% | +5.6% | -6.5% | -1.1% |
| 3M | -4.4% | -1.3% | -3.1% | -4.3% |
| 6M | -13.6% | +9.2% | -22.8% | -13.9% |
| YTD | -6.0% | +27.3% | -33.3% | -7.1% |
| 1Y | +1.8% | +35.9% | -34.2% | +0.3% |
| 3Y | +103.2% | +45.5% | +57.7% | +98.1% |
| All | +118.6% | +35.3% | +83.2% | +113.4% |
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 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