+70.8%
GD vs UEC
+157.0%
-86.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -5.3% | -6.9% | +1.7% | -5.0% |
| 30D | -6.4% | +7.6% | -14.1% | -6.7% |
| 3M | +5.7% | -18.4% | +24.1% | +6.0% |
| 6M | -0.9% | -23.3% | +22.3% | -0.8% |
| YTD | +8.2% | -1.2% | +9.4% | +7.6% |
| 1Y | +13.4% | +2.3% | +11.1% | +12.4% |
| All | +70.8% | +157.0% | -86.2% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling