+3,049.5%
UNP vs GME
+1,082.6%
+1,966.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -5.3% | +7.2% | -12.6% | -5.7% |
| 30D | -1.5% | +0.8% | -2.3% | -1.6% |
| 3M | +10.3% | -14.0% | +24.2% | +10.9% |
| 6M | +9.7% | -19.7% | +29.4% | +10.6% |
| YTD | +27.1% | -4.6% | +31.7% | +27.0% |
| 1Y | +32.6% | -14.3% | +46.9% | +33.1% |
| 3Y | +40.0% | +4.0% | +36.0% | +30.5% |
| 5Y | +50.8% | -62.2% | +113.0% | +43.1% |
| 10Y | +278.6% | +241.4% | +37.3% | +81.9% |
| All | +3,049.5% | +1,082.6% | +1,966.9% | +1,072.7% |
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