+45.7%
UNP vs GGLL
+217.5%
-171.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.5% |
| 7D | +2.1% | +11.5% | -9.4% | +1.3% |
| 30D | +7.7% | -31.2% | +39.0% | +10.1% |
| 3M | +4.0% | -28.7% | +32.7% | +5.9% |
| 6M | +15.7% | -47.2% | +62.9% | +20.0% |
| YTD | +33.5% | -24.3% | +57.8% | +33.2% |
| 1Y | +38.9% | -12.0% | +50.9% | +36.2% |
| 3Y | +53.7% | +169.6% | -116.0% | +25.1% |
| All | +45.7% | +217.5% | -171.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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