+48.9%
UNP vs GEHC
+6.6%
+42.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | -0.7% | -5.2% | +4.4% | +0.3% |
| 30D | -1.1% | -7.0% | +5.8% | +0.3% |
| 3M | +7.9% | +3.3% | +4.5% | +6.7% |
| 6M | +14.6% | -10.0% | +24.6% | +16.4% |
| YTD | +26.6% | -18.5% | +45.1% | +31.2% |
| 1Y | +35.6% | -14.4% | +50.0% | +38.7% |
| 3Y | +45.5% | +3.4% | +42.1% | +42.4% |
| All | +48.9% | +6.6% | +42.3% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling