+9,562.1%
UNP vs GPC
+2,122.0%
+7,440.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.2% |
| 7D | -3.3% | +0.8% | -4.1% | -3.6% |
| 30D | +6.7% | -1.1% | +7.8% | +7.1% |
| 3M | +1.8% | -6.6% | +8.4% | +5.0% |
| 6M | +13.3% | +22.2% | -8.9% | +0.9% |
| YTD | +30.3% | +5.1% | +25.3% | +23.3% |
| 1Y | +36.9% | +2.8% | +34.1% | +30.8% |
| 3Y | +50.9% | +2.4% | +48.6% | +39.0% |
| 5Y | +37.9% | +7.8% | +30.2% | +20.4% |
| 10Y | +293.8% | +87.2% | +206.5% | +142.4% |
| All | +9,562.1% | +2,122.0% | +7,440.1% | +2,009.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling