+40.6%
UNP vs GAP
+5.8%
+34.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | -2.1% | -9.3% | +7.3% | -0.8% |
| 30D | +7.3% | -5.5% | +12.8% | +8.0% |
| 3M | +3.6% | +3.5% | +0.2% | +2.8% |
| 6M | +15.8% | +0.7% | +15.2% | +14.8% |
| YTD | +32.6% | -13.4% | +45.9% | +33.5% |
| 1Y | +37.2% | -7.7% | +44.9% | +36.8% |
| 3Y | +52.6% | +74.4% | -21.8% | +32.9% |
| 5Y | +40.6% | +5.3% | +35.2% | +21.1% |
| All | +40.6% | +5.8% | +34.7% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling