+9,163.0%
UNP vs GFI
+682.6%
+8,480.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.3% |
| 7D | -1.7% | +4.7% | -6.4% | -1.9% |
| 30D | -2.1% | +14.4% | -16.5% | -2.5% |
| 3M | +5.4% | +32.5% | -27.1% | +4.5% |
| 6M | +13.4% | -7.2% | +20.5% | +13.3% |
| YTD | +25.0% | +10.9% | +14.1% | +24.1% |
| 1Y | +34.6% | +35.5% | -0.9% | +32.7% |
| 3Y | +43.6% | +312.1% | -268.5% | +36.1% |
| 5Y | +51.7% | +524.6% | -472.9% | +41.2% |
| 10Y | +282.5% | +1,092.7% | -810.2% | +244.1% |
| All | +9,163.0% | +682.6% | +8,480.4% | +8,830.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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