+40.2%
UNP vs GIS
-33.3%
+73.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | +4.2% | -3.4% | +7.6% | +5.0% |
| 30D | +5.6% | +6.9% | -1.3% | +3.8% |
| 3M | +2.0% | -10.1% | +12.2% | +4.2% |
| 6M | +15.4% | +5.9% | +9.6% | +12.8% |
| YTD | +32.7% | -21.1% | +53.8% | +39.0% |
| 1Y | +39.4% | -22.5% | +61.9% | +46.6% |
| 3Y | +54.3% | -39.0% | +93.3% | +70.7% |
| All | +40.2% | -33.3% | +73.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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