+54.1%
UNP vs GAP
+74.3%
-20.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | -2.1% | -9.3% | +7.3% | -1.1% |
| 30D | +7.3% | -5.5% | +12.8% | +7.9% |
| 3M | +3.6% | +3.5% | +0.2% | +3.1% |
| 6M | +15.8% | +0.7% | +15.2% | +15.1% |
| YTD | +32.6% | -13.4% | +45.9% | +33.5% |
| 1Y | +37.2% | -7.7% | +44.9% | +37.1% |
| All | +54.1% | +74.3% | -20.2% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling