+185.7%
GS vs UNP
+51.0%
+134.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | -5.3% | +6.3% | +3.8% |
| 30D | -1.6% | -1.5% | 0.0% | -0.8% |
| 3M | -4.5% | +10.3% | -14.7% | -10.0% |
| 6M | +20.9% | +9.7% | +11.2% | +13.6% |
| YTD | +19.9% | +27.1% | -7.2% | +3.1% |
| 1Y | +41.4% | +32.6% | +8.8% | +18.2% |
| 3Y | +239.2% | +40.0% | +199.2% | +173.2% |
| All | +185.7% | +51.0% | +134.7% | +111.1% |
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