+45.5%
UNP vs GTLB
-8.4%
+53.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.2% |
| 7D | -0.7% | +4.6% | -5.3% | -0.9% |
| 30D | -1.1% | +21.0% | -22.1% | -1.9% |
| 3M | +7.9% | +51.7% | -43.8% | +6.1% |
| 6M | +14.6% | +89.3% | -74.6% | +11.5% |
| YTD | +26.6% | +25.6% | +1.0% | +26.1% |
| 1Y | +35.6% | -1.5% | +37.1% | +37.1% |
| 3Y | +45.5% | -9.9% | +55.4% | +43.0% |
| All | +45.5% | -8.4% | +53.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling