+2,064.0%
GS vs UNP
+3,119.4%
-1,055.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | -5.3% | +6.3% | +4.4% |
| 30D | -1.6% | -1.5% | 0.0% | -0.7% |
| 3M | -4.5% | +10.3% | -14.7% | -10.8% |
| 6M | +20.9% | +9.7% | +11.2% | +12.6% |
| YTD | +19.9% | +27.1% | -7.2% | +1.6% |
| 1Y | +41.4% | +32.6% | +8.8% | +16.4% |
| 3Y | +239.2% | +40.0% | +199.2% | +168.2% |
| 5Y | +185.0% | +50.8% | +134.2% | +110.7% |
| 10Y | +655.0% | +278.6% | +376.3% | +212.6% |
| All | +2,064.0% | +3,119.4% | -1,055.4% | +165.5% |
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