+52.2%
UNP vs GD
+97.9%
-45.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +1.0% |
| 7D | -5.3% | -5.3% | -0.1% | -3.0% |
| 30D | -1.5% | -6.4% | +4.9% | +1.3% |
| 3M | +10.3% | +5.7% | +4.6% | +7.1% |
| 6M | +9.7% | -0.9% | +10.6% | +9.7% |
| YTD | +27.1% | +8.2% | +18.9% | +21.3% |
| 1Y | +32.6% | +13.4% | +19.2% | +23.2% |
| 3Y | +40.0% | +68.5% | -28.5% | +3.7% |
| All | +52.2% | +97.9% | -45.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling