+390.3%
GDDY vs UEC
+592.1%
-201.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +6.9% | +2.2% |
| 7D | -3.2% | -9.4% | +6.2% | -2.4% |
| 30D | +6.8% | -8.0% | +14.8% | +7.2% |
| 3M | +30.5% | -1.7% | +32.2% | +29.8% |
| 6M | +13.3% | -26.1% | +39.5% | +14.4% |
| YTD | -21.0% | -10.5% | -10.4% | -22.5% |
| 1Y | -34.0% | -13.3% | -20.7% | -35.9% |
| 3Y | +33.1% | +116.4% | -83.3% | +11.5% |
| 5Y | +30.3% | +225.5% | -195.2% | -1.6% |
| 10Y | +205.5% | +885.8% | -680.3% | +77.8% |
| All | +390.3% | +592.1% | -201.7% | +187.0% |
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