+32.4%
UNP vs FGI
-70.6%
+103.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.6% |
| 7D | -4.6% | -7.0% | +2.4% | -4.5% |
| 30D | +5.6% | -4.2% | +9.9% | +5.6% |
| 3M | -1.3% | +55.6% | -56.9% | -1.7% |
| 6M | +9.2% | -3.2% | +12.4% | +8.9% |
| YTD | +27.3% | +29.1% | -1.8% | +26.7% |
| 1Y | +35.9% | +51.0% | -15.1% | +35.0% |
| 3Y | +45.5% | +1.5% | +43.9% | +44.8% |
| All | +32.4% | -70.6% | +103.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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