+1,710.5%
GS vs UNP
+3,212.0%
-1,501.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -2.9% | -4.3% |
| 7D | -6.3% | -1.3% | -5.0% | -5.5% |
| 30D | -3.1% | +7.7% | -10.9% | -7.5% |
| 3M | -17.7% | +1.3% | -18.9% | -18.5% |
| 6M | -4.6% | +14.0% | -18.5% | -13.1% |
| YTD | +0.3% | +30.8% | -30.5% | -16.6% |
| 1Y | +11.7% | +40.0% | -28.2% | -11.0% |
| 3Y | +183.6% | +50.1% | +133.5% | +114.7% |
| 5Y | +141.0% | +39.6% | +101.3% | +86.9% |
| 10Y | +507.4% | +318.1% | +189.3% | +137.3% |
| All | +1,710.5% | +3,212.0% | -1,501.5% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling