+542.4%
GLW vs UNP
+321.0%
+221.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +7.9% |
| 7D | -5.9% | -3.3% | -2.6% | -3.9% |
| 30D | -26.0% | +6.7% | -32.7% | -29.0% |
| 3M | -29.9% | +1.8% | -31.7% | -31.1% |
| 6M | -37.8% | +13.3% | -51.1% | -43.4% |
| YTD | +33.1% | +30.3% | +2.8% | +10.9% |
| 1Y | +36.8% | +36.9% | -0.1% | +10.4% |
| 3Y | +356.1% | +50.9% | +305.2% | +234.6% |
| 5Y | +243.8% | +37.9% | +205.9% | +161.7% |
| 10Y | +542.4% | +293.8% | +248.6% | +177.5% |
| All | +542.4% | +321.0% | +221.4% | +177.5% |
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