+3,093.2%
GLW vs UNP
+9,708.2%
-6,615.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.9% |
| 7D | -13.9% | -4.6% | -9.4% | -11.8% |
| 30D | -35.0% | +5.6% | -40.6% | -37.0% |
| 3M | -32.4% | -1.3% | -31.0% | -32.4% |
| 6M | -41.3% | +9.2% | -50.6% | -44.9% |
| YTD | +21.8% | +27.3% | -5.5% | +5.8% |
| 1Y | +21.8% | +35.9% | -14.1% | +2.2% |
| 3Y | +307.7% | +45.5% | +262.2% | +223.9% |
| 5Y | +213.7% | +36.0% | +177.7% | +154.4% |
| 10Y | +509.3% | +307.2% | +202.1% | +184.0% |
| All | +3,093.2% | +9,708.2% | -6,615.0% | +250.5% |
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 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