+3.6%
GAP vs UEC
+21.1%
-17.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.6% |
| 7D | -1.9% | -3.8% | +1.8% | -1.4% |
| 30D | -7.1% | -13.5% | +6.4% | -5.4% |
| 3M | +4.1% | -40.5% | +44.6% | +10.9% |
| 6M | +1.9% | -56.7% | +58.6% | +12.5% |
| YTD | -15.2% | -43.0% | +27.8% | -12.0% |
| 1Y | -10.6% | -42.5% | +31.9% | -8.1% |
| 3Y | +74.6% | +11.6% | +63.0% | +48.1% |
| All | +3.6% | +21.1% | -17.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling