+277.6%
UNP vs GM
+240.0%
+37.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.8% | -2.4% | +0.6% | -1.1% |
| 30D | -2.7% | -1.1% | -1.6% | -2.5% |
| 3M | +6.5% | +6.1% | +0.4% | +4.0% |
| 6M | +14.4% | +15.0% | -0.6% | +8.3% |
| YTD | +24.8% | +6.0% | +18.8% | +21.0% |
| 1Y | +34.4% | +47.1% | -12.7% | +16.2% |
| 3Y | +43.6% | +170.5% | -126.9% | -2.2% |
| 5Y | +53.2% | +80.5% | -27.3% | +14.9% |
| All | +277.6% | +240.0% | +37.6% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling