+9,592.7%
UNP vs GD
+20,112.4%
-10,519.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.5% |
| 7D | -1.3% | -3.9% | +2.6% | +0.2% |
| 30D | +7.7% | +8.1% | -0.4% | +4.5% |
| 3M | +1.3% | -6.8% | +8.1% | +3.8% |
| 6M | +14.0% | +3.0% | +11.0% | +12.2% |
| YTD | +30.8% | +7.8% | +23.0% | +25.9% |
| 1Y | +40.0% | +5.8% | +34.2% | +35.7% |
| 3Y | +50.1% | +55.3% | -5.3% | +24.8% |
| 5Y | +39.6% | +96.7% | -57.0% | +5.7% |
| 10Y | +318.1% | +195.4% | +122.7% | +172.0% |
| All | +9,592.7% | +20,112.4% | -10,519.7% | +3,167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling