+54.3%
UNP vs GEHC
+20.0%
+34.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +4.2% | +0.8% | +3.5% | +4.0% |
| 30D | +5.6% | +21.3% | -15.7% | +1.0% |
| 3M | +2.0% | +12.6% | -10.5% | -0.8% |
| 6M | +15.4% | +34.3% | -18.9% | +7.3% |
| YTD | +32.7% | +1.4% | +31.3% | +31.8% |
| 1Y | +39.4% | +12.5% | +27.0% | +34.6% |
| 3Y | +54.3% | +19.2% | +35.1% | +41.5% |
| All | +54.3% | +20.0% | +34.3% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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