+4,208.6%
UNP vs GRMN
+6,828.2%
-2,619.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +4.2% | -0.9% | +5.1% | +4.4% |
| 30D | +5.6% | +1.2% | +4.4% | +5.2% |
| 3M | +2.0% | -8.9% | +10.9% | +4.1% |
| 6M | +15.4% | +23.0% | -7.6% | +8.7% |
| YTD | +32.7% | +41.2% | -8.5% | +20.2% |
| 1Y | +39.4% | +47.5% | -8.1% | +24.8% |
| 3Y | +54.3% | +155.8% | -101.5% | +17.2% |
| 5Y | +39.6% | +120.2% | -80.5% | +8.9% |
| 10Y | +288.9% | +629.9% | -341.0% | +128.2% |
| All | +4,208.6% | +6,828.2% | -2,619.6% | +1,536.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling