+9,321.7%
UNP vs GAP
+2,258.2%
+7,063.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.3% | -4.5% | -0.9% | -4.6% |
| 30D | -1.5% | +9.0% | -10.6% | -3.4% |
| 3M | +10.3% | +5.0% | +5.3% | +8.7% |
| 6M | +9.7% | -17.8% | +27.5% | +12.1% |
| YTD | +27.1% | -10.4% | +37.5% | +27.7% |
| 1Y | +32.6% | -3.4% | +36.0% | +30.7% |
| 3Y | +40.0% | +111.5% | -71.5% | +11.8% |
| 5Y | +50.8% | +8.8% | +42.0% | +29.8% |
| 10Y | +278.6% | +32.9% | +245.7% | +177.3% |
| All | +9,321.7% | +2,258.2% | +7,063.5% | +3,611.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling