+6.8%
GDDY vs UEC
-20.9%
+27.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.0% | +8.0% | +2.4% |
| 7D | -7.0% | -4.3% | -2.7% | -7.4% |
| 30D | +6.2% | -3.8% | +10.0% | +6.1% |
| 3M | +20.0% | +17.0% | +3.1% | +23.1% |
| 6M | +6.8% | -23.9% | +30.7% | +6.5% |
| All | +6.8% | -20.9% | +27.7% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling