+43.4%
UNP vs GD
+68.4%
-24.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.8% |
| 7D | -5.3% | -5.3% | -0.1% | -3.5% |
| 30D | -1.5% | -6.4% | +4.9% | +0.7% |
| 3M | +10.3% | +5.7% | +4.6% | +7.8% |
| 6M | +9.7% | -0.9% | +10.6% | +10.0% |
| YTD | +27.1% | +8.2% | +18.9% | +22.7% |
| 1Y | +32.6% | +13.4% | +19.2% | +25.3% |
| All | +43.4% | +68.4% | -24.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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