+147.8%
GE vs UEC
+939.6%
-791.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.3% |
| 7D | -2.8% | -4.3% | +1.5% | -2.3% |
| 30D | -11.9% | -3.8% | -8.1% | -11.8% |
| 3M | +1.8% | +17.0% | -15.2% | -0.9% |
| 6M | -0.6% | -23.9% | +23.3% | +1.2% |
| YTD | +5.5% | -5.7% | +11.2% | +3.4% |
| 1Y | +15.0% | -12.5% | +27.5% | +12.3% |
| 3Y | +269.5% | +136.5% | +133.0% | +200.3% |
| 5Y | +422.4% | +243.3% | +179.1% | +273.1% |
| All | +147.8% | +939.6% | -791.8% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling