+112.7%
GAP vs UEC
+8.7%
+103.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -9.3% | +0.6% | -9.9% | -9.5% |
| 30D | -5.5% | -18.1% | +12.6% | -3.8% |
| 3M | +3.5% | -36.9% | +40.4% | +7.7% |
| 6M | +0.7% | -56.1% | +56.8% | +8.0% |
| YTD | -13.4% | -38.1% | +24.7% | -11.3% |
| 1Y | -7.7% | -41.7% | +34.0% | -5.3% |
| 3Y | +74.4% | +28.2% | +46.2% | +58.2% |
| 5Y | +5.3% | +31.7% | -26.4% | -9.0% |
| 10Y | +4.7% | +685.9% | -681.2% | -29.5% |
| All | +112.7% | +8.7% | +103.9% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling