+5.9%
GD vs UEC
-47.1%
+53.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -1.0% |
| 7D | -5.0% | -10.2% | +5.3% | -4.5% |
| 30D | +8.9% | -26.9% | +35.8% | +10.6% |
| 3M | -8.0% | -35.7% | +27.6% | -6.2% |
| 6M | +2.9% | -56.1% | +59.0% | +6.8% |
| YTD | +7.1% | -40.8% | +47.8% | +7.4% |
| 1Y | +5.9% | -43.4% | +49.3% | +5.5% |
| All | +5.9% | -47.1% | +53.0% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling