+789.0%
UNP vs GM
+230.9%
+558.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.1% | -1.8% | +0.7% | -0.6% |
| 3M | +7.9% | +2.6% | +5.2% | +6.4% |
| 6M | +14.6% | +14.6% | +0.1% | +8.4% |
| YTD | +26.6% | +6.2% | +20.4% | +22.4% |
| 1Y | +35.6% | +48.7% | -13.1% | +16.0% |
| 3Y | +45.5% | +168.3% | -122.8% | -2.0% |
| 5Y | +50.0% | +82.8% | -32.8% | +10.6% |
| 10Y | +271.8% | +226.2% | +45.6% | +97.6% |
| All | +789.0% | +230.9% | +558.2% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling