+107.1%
UNP vs GH
+473.1%
-366.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | -1.2% | -1.2% | +0.1% | -1.1% |
| 30D | -2.0% | -3.7% | +1.7% | -1.7% |
| 3M | +7.5% | +21.7% | -14.2% | +5.7% |
| 6M | +15.3% | +75.7% | -60.4% | +9.8% |
| YTD | +25.4% | +55.7% | -30.3% | +20.3% |
| 1Y | +35.6% | +181.1% | -145.5% | +23.5% |
| 3Y | +44.1% | +371.6% | -327.5% | +22.2% |
| 5Y | +54.0% | +23.2% | +30.8% | +41.5% |
| All | +107.1% | +473.1% | -366.0% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling