+27.9%
GAP vs UEC
+885.8%
-858.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.0% | +3.7% |
| 7D | -4.1% | -9.4% | +5.3% | -2.6% |
| 30D | +6.2% | -8.0% | +14.2% | +7.0% |
| 3M | -0.7% | -1.7% | +1.0% | -1.5% |
| 6M | -7.1% | -26.1% | +19.0% | -5.0% |
| YTD | -14.1% | -10.5% | -3.5% | -15.9% |
| 1Y | -8.5% | -13.3% | +4.8% | -11.6% |
| 3Y | +115.4% | +116.4% | -1.0% | +65.8% |
| 5Y | +9.8% | +225.5% | -215.7% | -28.1% |
| All | +27.9% | +885.8% | -858.0% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling