+54.3%
UNP vs GFS
-19.0%
+73.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | +4.2% | +7.4% | -3.1% | +3.6% |
| 30D | +5.6% | -15.3% | +20.9% | +6.9% |
| 3M | +2.0% | -21.1% | +23.1% | +3.9% |
| 6M | +15.4% | -44.5% | +59.9% | +20.4% |
| YTD | +32.7% | +19.2% | +13.5% | +20.5% |
| 1Y | +39.4% | +27.2% | +12.2% | +24.8% |
| 3Y | +54.3% | -20.1% | +74.4% | +44.4% |
| All | +54.3% | -19.0% | +73.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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