+186.8%
GS vs UNP
+50.1%
+136.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -2.9% | -4.7% |
| 7D | -6.3% | -1.3% | -5.0% | -5.6% |
| 30D | -3.1% | +7.7% | -10.9% | -6.5% |
| 3M | -17.7% | +1.3% | -18.9% | -18.2% |
| 6M | -4.6% | +14.0% | -18.5% | -11.8% |
| YTD | +0.3% | +30.8% | -30.5% | -15.4% |
| 1Y | +11.7% | +40.0% | -28.2% | -10.2% |
| All | +186.8% | +50.1% | +136.7% | +116.2% |
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