+188.5%
GD vs UEC
+704.7%
-516.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -1.2% |
| 7D | -5.0% | -10.2% | +5.3% | -4.2% |
| 30D | +8.9% | -26.9% | +35.8% | +11.4% |
| 3M | -8.0% | -35.7% | +27.6% | -5.3% |
| 6M | +2.9% | -56.1% | +59.0% | +8.4% |
| YTD | +7.1% | -40.8% | +47.8% | +9.3% |
| 1Y | +5.9% | -43.4% | +49.3% | +8.2% |
| 3Y | +53.9% | +25.4% | +28.5% | +41.1% |
| 5Y | +95.4% | +51.1% | +44.3% | +67.3% |
| All | +188.5% | +704.7% | -516.1% | +85.1% |
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