+54.3%
UNP vs GTLB
+5.1%
+49.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.6% |
| 7D | +4.2% | -0.7% | +5.0% | +4.3% |
| 30D | +5.6% | -10.2% | +15.8% | +5.9% |
| 3M | +2.0% | +10.1% | -8.1% | +1.6% |
| 6M | +15.4% | +116.5% | -101.1% | +11.6% |
| YTD | +32.7% | +27.2% | +5.5% | +32.2% |
| 1Y | +39.4% | +8.6% | +30.9% | +40.4% |
| 3Y | +54.3% | +5.6% | +48.7% | +49.3% |
| All | +54.3% | +5.1% | +49.2% | +49.3% |
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