+109.9%
UNP vs GH
+481.7%
-371.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -5.3% | -0.1% | -5.3% | -5.4% |
| 30D | -1.5% | -1.1% | -0.5% | -1.5% |
| 3M | +10.3% | +21.3% | -11.1% | +8.4% |
| 6M | +9.7% | +73.5% | -63.9% | +4.5% |
| YTD | +27.1% | +58.0% | -30.9% | +21.8% |
| 1Y | +32.6% | +163.1% | -130.5% | +21.4% |
| 3Y | +40.0% | +361.0% | -321.1% | +18.9% |
| 5Y | +50.8% | +22.5% | +28.3% | +38.8% |
| All | +109.9% | +481.7% | -371.8% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling