+188.7%
GD vs UEC
+988.7%
-800.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -5.3% | -6.9% | +1.7% | -4.7% |
| 30D | -6.4% | +7.6% | -14.1% | -7.2% |
| 3M | +5.7% | -18.4% | +24.1% | +6.7% |
| 6M | -0.9% | -23.3% | +22.3% | -0.2% |
| YTD | +8.2% | -1.2% | +9.4% | +6.4% |
| 1Y | +13.4% | +2.3% | +11.1% | +10.2% |
| 3Y | +68.5% | +162.3% | -93.8% | +45.4% |
| 5Y | +97.2% | +287.2% | -190.1% | +55.3% |
| All | +188.7% | +988.7% | -800.0% | +79.4% |
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