+157.4%
GS vs UNP
+39.3%
+118.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.2% |
| 7D | +1.6% | -0.9% | +2.5% | +2.2% |
| 30D | +1.7% | +8.0% | -6.3% | -2.3% |
| 3M | -11.6% | +3.3% | -14.9% | -13.2% |
| 6M | -1.9% | +14.7% | -16.6% | -9.8% |
| YTD | +5.1% | +31.9% | -26.9% | -11.4% |
| 1Y | +16.4% | +37.1% | -20.7% | -4.2% |
| 3Y | +199.0% | +51.9% | +147.1% | +130.7% |
| 5Y | +157.4% | +39.3% | +118.1% | +97.0% |
| All | +157.4% | +39.3% | +118.2% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling