+33.1%
GDDY vs UEC
+122.3%
-89.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +6.9% | +1.8% |
| 7D | -3.2% | -9.4% | +6.2% | -3.1% |
| 30D | +6.8% | -8.0% | +14.8% | +6.8% |
| 3M | +30.5% | -1.7% | +32.2% | +30.3% |
| 6M | +13.3% | -26.1% | +39.5% | +13.8% |
| YTD | -21.0% | -10.5% | -10.4% | -21.7% |
| 1Y | -34.0% | -13.3% | -20.7% | -35.1% |
| 3Y | +33.1% | +116.4% | -83.3% | +19.8% |
| All | +33.1% | +122.3% | -89.3% | +19.8% |
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 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