+612.1%
GD vs UEC
-2.6%
+614.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.9% | +7.5% | -1.7% |
| 7D | -3.9% | -20.5% | +16.6% | -2.4% |
| 30D | +8.1% | -35.9% | +44.0% | +11.2% |
| 3M | -6.8% | -39.6% | +32.8% | -3.9% |
| 6M | +3.0% | -55.3% | +58.3% | +7.6% |
| YTD | +7.8% | -44.5% | +52.3% | +10.3% |
| 1Y | +5.8% | -50.4% | +56.2% | +8.8% |
| 3Y | +55.3% | +12.1% | +43.2% | +46.2% |
| 5Y | +96.7% | +41.5% | +55.2% | +75.1% |
| 10Y | +195.4% | +644.8% | -449.4% | +114.5% |
| All | +612.1% | -2.6% | +614.7% | +355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling