+51.7%
UNP vs GH
+24.4%
+27.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -2.1% | -2.6% | +0.5% | -2.0% |
| 3M | +5.4% | +25.1% | -19.7% | +4.1% |
| 6M | +13.4% | +78.5% | -65.1% | +9.7% |
| YTD | +25.0% | +59.4% | -34.4% | +21.5% |
| 1Y | +34.6% | +173.9% | -139.3% | +26.8% |
| 3Y | +43.6% | +382.7% | -339.1% | +29.1% |
| 5Y | +51.7% | +24.4% | +27.3% | +26.5% |
| All | +51.7% | +24.4% | +27.3% | +26.5% |
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