+277.6%
UNP vs GME
+285.6%
-8.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.5% |
| 7D | -1.8% | +10.4% | -12.2% | -2.0% |
| 30D | -2.7% | +14.1% | -16.8% | -2.9% |
| 3M | +6.5% | -4.6% | +11.1% | +6.5% |
| 6M | +14.4% | -13.5% | +27.9% | +14.6% |
| YTD | +24.8% | +5.3% | +19.5% | +24.6% |
| 1Y | +34.4% | -14.9% | +49.3% | +34.6% |
| 3Y | +43.6% | +24.3% | +19.3% | +40.3% |
| 5Y | +53.2% | -55.6% | +108.8% | +50.4% |
| All | +277.6% | +285.6% | -8.0% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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