+118.3%
GAP vs UEC
+156.3%
-37.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.3% | -0.5% |
| 7D | +1.7% | +2.6% | -0.9% | +1.5% |
| 30D | +9.3% | +5.6% | +3.7% | +8.2% |
| 3M | +6.1% | -5.7% | +11.8% | +5.7% |
| 6M | -2.3% | -8.0% | +5.8% | -3.2% |
| YTD | -10.6% | +1.8% | -12.4% | -13.0% |
| 1Y | -4.4% | +0.6% | -5.0% | -8.1% |
| 3Y | +118.3% | +155.2% | -36.8% | +94.7% |
| All | +118.3% | +156.3% | -37.9% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling