+307.7%
GLW vs UNP
+46.2%
+261.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.3% |
| 7D | -13.9% | -4.6% | -9.4% | -12.8% |
| 30D | -35.0% | +5.6% | -40.6% | -36.0% |
| 3M | -32.4% | -1.3% | -31.0% | -32.1% |
| 6M | -41.3% | +9.2% | -50.6% | -43.6% |
| YTD | +21.8% | +27.3% | -5.5% | +11.1% |
| 1Y | +21.8% | +35.9% | -14.1% | +8.4% |
| 3Y | +307.7% | +45.5% | +262.2% | +232.9% |
| All | +307.7% | +46.2% | +261.5% | +232.9% |
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