+526.0%
GLW vs UNP
+286.3%
+239.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | +7.7% | +4.2% | +3.5% | +5.2% |
| 30D | -18.8% | +5.6% | -24.4% | -21.5% |
| 3M | -27.7% | +2.0% | -29.8% | -29.0% |
| 6M | -44.4% | +15.4% | -59.8% | -50.0% |
| YTD | +31.3% | +32.7% | -1.4% | +8.1% |
| 1Y | +40.0% | +39.4% | +0.6% | +11.7% |
| 3Y | +339.2% | +54.3% | +284.9% | +217.5% |
| 5Y | +229.2% | +39.6% | +189.5% | +148.6% |
| All | +526.0% | +286.3% | +239.7% | +159.4% |
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 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