+93.8%
GD vs UEC
+47.5%
+46.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -1.1% |
| 7D | -5.0% | -10.2% | +5.3% | -4.4% |
| 30D | +8.9% | -26.9% | +35.8% | +10.9% |
| 3M | -8.0% | -35.7% | +27.6% | -5.9% |
| 6M | +2.9% | -56.1% | +59.0% | +7.3% |
| YTD | +7.1% | -40.8% | +47.8% | +8.8% |
| 1Y | +5.9% | -43.4% | +49.3% | +7.7% |
| 3Y | +53.9% | +25.4% | +28.5% | +41.6% |
| All | +93.8% | +47.5% | +46.3% | +66.8% |
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