+281.1%
UNP vs GPC
+74.2%
+206.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +2.1% | -1.3% | +3.4% | +2.7% |
| 30D | +7.7% | -6.0% | +13.8% | +10.5% |
| 3M | +4.0% | -7.6% | +11.7% | +7.4% |
| 6M | +15.7% | +24.2% | -8.6% | +3.9% |
| YTD | +33.5% | +2.7% | +30.8% | +28.5% |
| 1Y | +38.9% | +0.2% | +38.8% | +35.2% |
| 3Y | +53.7% | -0.8% | +54.4% | +44.6% |
| 5Y | +40.4% | +4.4% | +36.0% | +25.1% |
| All | +281.1% | +74.2% | +206.9% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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