+278.1%
UNP vs GRMN
+646.0%
-367.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -2.1% | -13.1% | +11.0% | +2.8% |
| 3M | +5.4% | +14.9% | -9.5% | -0.6% |
| 6M | +13.4% | +13.1% | +0.3% | +6.9% |
| YTD | +25.0% | +35.3% | -10.3% | +9.7% |
| 1Y | +34.6% | +16.0% | +18.6% | +24.5% |
| 3Y | +43.6% | +179.6% | -136.0% | -14.2% |
| 5Y | +51.7% | +75.0% | -23.3% | +11.9% |
| All | +278.1% | +646.0% | -367.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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