+277.6%
UNP vs GPN
+28.5%
+249.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -4.3% | +2.5% | -0.4% |
| 30D | -2.7% | 0.0% | -2.7% | -2.9% |
| 3M | +6.5% | +35.8% | -29.3% | -4.6% |
| 6M | +14.4% | +22.0% | -7.6% | +5.2% |
| YTD | +24.8% | +15.2% | +9.6% | +16.1% |
| 1Y | +34.4% | +3.5% | +30.9% | +29.4% |
| 3Y | +43.6% | -26.9% | +70.5% | +52.0% |
| 5Y | +53.2% | -44.2% | +97.4% | +74.2% |
| All | +277.6% | +28.5% | +249.1% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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