+837.6%
GLW vs UNP
+273.1%
+564.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | +14.0% | -0.7% | +14.8% | +14.5% |
| 30D | +0.4% | -1.1% | +1.5% | +0.9% |
| 3M | -11.3% | +7.9% | -19.2% | -15.9% |
| 6M | +35.1% | +14.6% | +20.4% | +22.5% |
| YTD | +90.5% | +26.6% | +64.0% | +62.6% |
| 1Y | +132.0% | +35.6% | +96.5% | +89.1% |
| 3Y | +463.3% | +45.5% | +417.8% | +325.8% |
| 5Y | +382.5% | +50.0% | +332.5% | +247.2% |
| 10Y | +837.6% | +271.8% | +565.8% | +317.5% |
| All | +837.6% | +273.1% | +564.5% | +317.5% |
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