+46.5%
UNP vs GTLB
-47.1%
+93.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -5.3% | +11.1% | -16.4% | -5.9% |
| 30D | -1.5% | +37.8% | -39.4% | -3.3% |
| 3M | +10.3% | +61.6% | -51.3% | +7.3% |
| 6M | +9.7% | +98.9% | -89.3% | +5.2% |
| YTD | +27.1% | +32.8% | -5.7% | +24.6% |
| 1Y | +32.6% | +14.7% | +17.9% | +30.8% |
| 3Y | +40.0% | +1.3% | +38.6% | +36.7% |
| All | +46.5% | -47.1% | +93.6% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling