+40.6%
UNP vs GH
+48.9%
-8.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -2.1% | -8.2% | +6.1% | -1.7% |
| 30D | +7.3% | -4.9% | +12.2% | +7.5% |
| 3M | +3.6% | -6.2% | +9.9% | +3.8% |
| 6M | +15.8% | +60.0% | -44.2% | +12.5% |
| YTD | +32.6% | +51.5% | -19.0% | +28.8% |
| 1Y | +37.2% | +58.4% | -21.2% | +32.9% |
| 3Y | +52.6% | +617.2% | -564.6% | +32.9% |
| 5Y | +40.6% | +47.0% | -6.4% | +23.0% |
| All | +40.6% | +48.9% | -8.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling