+100.5%
GD vs UEC
+21.1%
+79.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +2.7% | -3.8% | +6.4% | +2.9% |
| 30D | +8.6% | -13.5% | +22.1% | +9.4% |
| 3M | -7.1% | -40.5% | +33.4% | -4.4% |
| 6M | +7.5% | -56.7% | +64.1% | +12.2% |
| YTD | +9.9% | -43.0% | +52.9% | +11.9% |
| 1Y | +7.6% | -42.5% | +50.1% | +9.2% |
| 3Y | +56.2% | +11.6% | +44.6% | +45.1% |
| All | +100.5% | +21.1% | +79.4% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling