+177.4%
GD vs UEC
+765.9%
-588.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.1% | -7.9% | +1.5% |
| 7D | -3.0% | +1.5% | -4.5% | -3.2% |
| 30D | +9.3% | -17.1% | +26.4% | +10.6% |
| 3M | -7.2% | -32.3% | +25.1% | -4.8% |
| 6M | +5.5% | -49.7% | +55.2% | +9.9% |
| YTD | +9.5% | -34.8% | +44.3% | +10.9% |
| 1Y | +6.4% | -37.5% | +44.0% | +7.8% |
| 3Y | +59.8% | +37.1% | +22.8% | +45.6% |
| 5Y | +98.0% | +44.3% | +53.7% | +70.5% |
| 10Y | +177.4% | +737.4% | -560.0% | +76.9% |
| All | +177.4% | +765.9% | -588.5% | +76.9% |
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