+9,321.7%
UNP vs GIS
+1,507.8%
+7,813.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.9% |
| 7D | -5.3% | -7.8% | +2.5% | -2.9% |
| 30D | -1.5% | +6.6% | -8.1% | -3.7% |
| 3M | +10.3% | +21.0% | -10.7% | +3.3% |
| 6M | +9.7% | -9.1% | +18.7% | +12.2% |
| YTD | +27.1% | -13.6% | +40.7% | +31.8% |
| 1Y | +32.6% | -18.0% | +50.6% | +39.5% |
| 3Y | +40.0% | -33.7% | +73.7% | +55.8% |
| 5Y | +50.8% | -19.4% | +70.3% | +55.9% |
| 10Y | +278.6% | -21.3% | +299.9% | +280.1% |
| All | +9,321.7% | +1,507.8% | +7,813.9% | +3,450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling