+486.7%
GS vs UNP
+301.6%
+185.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +1.3% |
| 7D | -3.2% | -4.6% | +1.3% | -0.2% |
| 30D | -2.4% | +5.6% | -8.0% | -5.9% |
| 3M | -15.7% | -1.3% | -14.4% | -15.2% |
| 6M | -6.8% | +9.2% | -16.0% | -13.3% |
| YTD | -0.1% | +27.3% | -27.4% | -16.8% |
| 1Y | +12.1% | +35.9% | -23.8% | -10.8% |
| 3Y | +185.8% | +45.5% | +140.3% | +114.6% |
| 5Y | +140.1% | +36.0% | +104.1% | +84.1% |
| All | +486.7% | +301.6% | +185.1% | +96.4% |
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