+5.8%
GD vs UEC
-46.0%
+51.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.8% |
| 7D | +1.9% | +4.9% | -3.1% | +1.6% |
| 30D | +9.2% | -17.5% | +26.7% | +10.1% |
| 3M | -7.5% | -40.1% | +32.7% | -5.2% |
| 6M | +5.8% | -56.1% | +61.9% | +9.7% |
| YTD | +9.8% | -41.8% | +51.6% | +10.0% |
| 1Y | +5.8% | -44.8% | +50.6% | +6.2% |
| All | +5.8% | -46.0% | +51.8% | +6.2% |
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