+53.4%
UNP vs GIS
-22.7%
+76.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -1.7% | -8.6% | +6.9% | +0.4% |
| 30D | -2.1% | -0.5% | -1.7% | -2.2% |
| 3M | +5.4% | +11.9% | -6.4% | +2.0% |
| 6M | +13.4% | -11.6% | +25.0% | +16.2% |
| YTD | +25.0% | -16.3% | +41.3% | +29.5% |
| 1Y | +34.6% | -21.8% | +56.3% | +41.7% |
| 3Y | +43.6% | -35.7% | +79.3% | +57.7% |
| All | +53.4% | -22.7% | +76.1% | +50.1% |
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