+277.6%
UNP vs GAP
+31.2%
+246.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.0% |
| 7D | -1.8% | -4.1% | +2.3% | -1.1% |
| 30D | -2.7% | +6.2% | -8.9% | -3.9% |
| 3M | +6.5% | -0.7% | +7.2% | +6.1% |
| 6M | +14.4% | -7.1% | +21.5% | +14.5% |
| YTD | +24.8% | -14.1% | +38.9% | +26.3% |
| 1Y | +34.4% | -8.5% | +42.9% | +33.8% |
| 3Y | +43.6% | +115.4% | -71.8% | +14.6% |
| 5Y | +53.2% | +9.8% | +43.4% | +32.4% |
| All | +277.6% | +31.2% | +246.4% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling