+164.9%
GD vs UEC
+631.2%
-466.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.7% |
| 7D | +1.9% | +4.9% | -3.1% | +1.4% |
| 30D | +9.2% | -17.5% | +26.7% | +10.6% |
| 3M | -7.5% | -40.1% | +32.7% | -4.2% |
| 6M | +5.8% | -56.1% | +61.9% | +11.4% |
| YTD | +9.8% | -41.8% | +51.6% | +12.1% |
| 1Y | +5.8% | -44.8% | +50.6% | +8.2% |
| 3Y | +58.0% | +20.6% | +37.5% | +45.3% |
| 5Y | +100.4% | +24.3% | +76.1% | +74.7% |
| All | +164.9% | +631.2% | -466.3% | +71.5% |
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