+35.6%
UNP vs GPC
+3.6%
+32.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | -4.6% | +1.6% | -6.1% | -5.0% |
| 30D | +5.6% | -2.1% | +7.7% | +6.2% |
| 3M | -1.3% | -6.8% | +5.5% | +0.7% |
| 6M | +9.2% | +18.6% | -9.4% | +2.8% |
| YTD | +27.3% | +2.7% | +24.7% | +24.0% |
| 1Y | +35.9% | +1.8% | +34.1% | +32.6% |
| 3Y | +45.5% | +1.1% | +44.4% | +37.3% |
| All | +35.6% | +3.6% | +32.1% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling