+54.0%
UNP vs GM
+84.5%
-30.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -2.0% | -3.4% | +1.4% | -1.2% |
| 3M | +7.5% | +8.7% | -1.2% | +4.9% |
| 6M | +15.3% | +15.4% | -0.1% | +10.5% |
| YTD | +25.4% | +6.6% | +18.8% | +22.3% |
| 1Y | +35.6% | +51.5% | -15.9% | +20.1% |
| 3Y | +44.1% | +169.3% | -125.2% | +7.3% |
| 5Y | +54.0% | +81.6% | -27.6% | +17.8% |
| All | +54.0% | +84.5% | -30.6% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling