+478.5%
GS vs UNP
+321.0%
+157.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.2% |
| 7D | +0.8% | -3.3% | +4.1% | +3.1% |
| 30D | +1.2% | +6.7% | -5.5% | -2.9% |
| 3M | -12.4% | +1.8% | -14.2% | -13.6% |
| 6M | -2.3% | +13.3% | -15.7% | -11.3% |
| YTD | +4.6% | +30.3% | -25.7% | -14.1% |
| 1Y | +17.5% | +36.9% | -19.4% | -6.8% |
| 3Y | +202.0% | +50.9% | +151.1% | +121.7% |
| 5Y | +152.4% | +37.9% | +114.4% | +92.2% |
| 10Y | +478.5% | +293.8% | +184.7% | +112.4% |
| All | +478.5% | +321.0% | +157.5% | +112.4% |
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