+51.7%
UNP vs GRMN
+75.7%
-24.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | -2.1% | -13.1% | +11.0% | +1.1% |
| 3M | +5.4% | +14.9% | -9.5% | +1.4% |
| 6M | +13.4% | +13.1% | +0.3% | +9.1% |
| YTD | +25.0% | +35.3% | -10.3% | +14.5% |
| 1Y | +34.6% | +16.0% | +18.6% | +27.9% |
| 3Y | +43.6% | +179.6% | -136.0% | +0.4% |
| 5Y | +51.7% | +75.0% | -23.3% | +16.0% |
| All | +51.7% | +75.7% | -24.0% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling