+832.2%
UNP vs GM
+231.7%
+600.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | +5.6% | +3.6% | +2.0% | +4.2% |
| 3M | +2.0% | -0.2% | +2.3% | +1.5% |
| 6M | +15.4% | +13.9% | +1.5% | +9.1% |
| YTD | +32.7% | +6.5% | +26.3% | +27.6% |
| 1Y | +39.4% | +20.7% | +18.8% | +28.4% |
| 3Y | +54.3% | +229.5% | -175.2% | -3.6% |
| 5Y | +39.6% | +41.5% | -1.9% | +13.4% |
| 10Y | +288.9% | +204.8% | +84.1% | +111.3% |
| All | +832.2% | +231.7% | +600.5% | +344.1% |
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