+119.9%
GAP vs UEC
+73.5%
+46.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.5% | -6.9% | +2.5% | -3.8% |
| 30D | +9.0% | +7.6% | +1.4% | +7.8% |
| 3M | +5.0% | -18.4% | +23.4% | +6.3% |
| 6M | -17.8% | -23.3% | +5.5% | -16.8% |
| YTD | -10.4% | -1.2% | -9.2% | -12.3% |
| 1Y | -3.4% | +2.3% | -5.7% | -6.8% |
| 3Y | +111.5% | +162.3% | -50.8% | +78.1% |
| 5Y | +8.8% | +287.2% | -278.4% | -15.6% |
| 10Y | +32.9% | +1,009.6% | -976.7% | -13.9% |
| All | +119.9% | +73.5% | +46.4% | +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 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