+31.5%
UNP vs GFS
-2.1%
+33.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -1.7% | +4.5% | -6.2% | -2.2% |
| 30D | -2.1% | -8.2% | +6.1% | -1.4% |
| 3M | +5.4% | -38.9% | +44.3% | +10.3% |
| 6M | +13.4% | -2.9% | +16.3% | +10.5% |
| YTD | +25.0% | +31.8% | -6.8% | +16.2% |
| 1Y | +34.6% | +43.1% | -8.6% | +23.3% |
| 3Y | +43.6% | -20.6% | +64.3% | +38.5% |
| All | +31.5% | -2.1% | +33.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling