+4,542.6%
GLW vs UNP
+9,690.0%
-5,147.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | -5.3% | +9.1% | +6.7% |
| 30D | -1.3% | -1.5% | +0.2% | -0.7% |
| 3M | -21.8% | +10.3% | -32.1% | -26.2% |
| 6M | +6.9% | +9.7% | -2.8% | +1.0% |
| YTD | +77.2% | +27.1% | +50.1% | +54.9% |
| 1Y | +123.2% | +32.6% | +90.7% | +90.3% |
| 3Y | +400.0% | +40.0% | +360.0% | +307.3% |
| 5Y | +342.8% | +50.8% | +292.0% | +241.7% |
| 10Y | +771.4% | +278.6% | +492.8% | +322.2% |
| All | +4,542.6% | +9,690.0% | -5,147.4% | +412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling