+38.7%
UNP vs GGLL
+328.7%
-290.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -5.3% | -4.8% | -0.6% | -5.0% |
| 30D | -1.5% | -13.7% | +12.1% | -0.5% |
| 3M | +10.3% | -21.9% | +32.1% | +11.9% |
| 6M | +9.7% | +11.7% | -2.0% | +7.1% |
| YTD | +27.1% | +2.3% | +24.8% | +24.9% |
| 1Y | +32.6% | +76.2% | -43.6% | +22.5% |
| 3Y | +40.0% | +245.0% | -205.0% | +12.8% |
| All | +38.7% | +328.7% | -290.0% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling