+3,189.0%
UNP vs GME
+1,495.6%
+1,693.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +4.2% | +2.9% | +1.3% | +4.1% |
| 30D | +5.6% | -4.8% | +10.4% | +5.8% |
| 3M | +2.0% | +39.2% | -37.2% | +0.3% |
| 6M | +15.4% | +17.1% | -1.7% | +14.3% |
| YTD | +32.7% | +28.7% | +4.0% | +30.7% |
| 1Y | +39.4% | +23.3% | +16.1% | +37.5% |
| 3Y | +54.3% | +112.9% | -58.6% | +38.7% |
| 5Y | +39.6% | -48.8% | +88.5% | +30.6% |
| 10Y | +288.9% | +478.2% | -189.3% | +76.2% |
| All | +3,189.0% | +1,495.6% | +1,693.4% | +1,106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling