+44.5%
UNP vs GTLB
-49.8%
+94.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | -1.2% | -4.1% | +2.9% | -1.0% |
| 30D | -2.0% | +12.3% | -14.3% | -2.6% |
| 3M | +7.5% | +65.9% | -58.4% | +4.5% |
| 6M | +15.3% | +104.0% | -88.6% | +10.4% |
| YTD | +25.4% | +26.0% | -0.6% | +23.3% |
| 1Y | +35.6% | -3.5% | +39.1% | +35.3% |
| 3Y | +44.1% | -9.6% | +53.8% | +41.7% |
| All | +44.5% | -49.8% | +94.3% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling