+170.6%
GD vs UEC
+623.0%
-452.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +0.6% | +0.6% | +0.1% | +0.5% |
| 30D | +9.5% | -18.1% | +27.6% | +10.9% |
| 3M | -5.8% | -36.9% | +31.1% | -2.9% |
| 6M | +7.7% | -56.1% | +63.8% | +13.5% |
| YTD | +11.1% | -38.1% | +49.2% | +12.9% |
| 1Y | +6.1% | -41.7% | +47.8% | +8.0% |
| 3Y | +59.8% | +28.2% | +31.6% | +46.3% |
| 5Y | +104.6% | +31.7% | +72.9% | +77.6% |
| 10Y | +170.6% | +685.9% | -515.3% | +74.3% |
| All | +170.6% | +623.0% | -452.4% | +74.3% |
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