+1,182.2%
UNP vs GNRC
+2,077.0%
-894.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -1.7% | +3.2% | -4.9% | -2.3% |
| 30D | -2.1% | -9.5% | +7.4% | -0.3% |
| 3M | +5.4% | -28.5% | +34.0% | +11.7% |
| 6M | +13.4% | -10.0% | +23.3% | +13.5% |
| YTD | +25.0% | +36.7% | -11.8% | +13.8% |
| 1Y | +34.6% | +2.6% | +32.0% | +29.1% |
| 3Y | +43.6% | +61.9% | -18.3% | +21.2% |
| 5Y | +51.7% | -59.0% | +110.8% | +62.3% |
| 10Y | +282.5% | +444.8% | -162.3% | +105.0% |
| All | +1,182.2% | +2,077.0% | -894.8% | +348.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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