+35.6%
UNP vs GD
+94.5%
-58.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -4.6% | -5.0% | +0.4% | -2.4% |
| 30D | +5.6% | +8.9% | -3.3% | +1.7% |
| 3M | -1.3% | -8.0% | +6.7% | +2.2% |
| 6M | +9.2% | +2.9% | +6.3% | +7.2% |
| YTD | +27.3% | +7.1% | +20.3% | +22.0% |
| 1Y | +35.9% | +5.9% | +30.0% | +30.8% |
| 3Y | +45.5% | +53.9% | -8.4% | +13.6% |
| All | +35.6% | +94.5% | -58.9% | -8.4% |
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