+152.0%
GE vs UEC
+616.1%
-464.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.6% |
| 7D | +2.7% | -3.8% | +6.4% | +3.1% |
| 30D | +8.1% | -13.5% | +21.6% | +10.0% |
| 3M | -7.9% | -40.5% | +32.6% | -2.0% |
| 6M | +12.9% | -56.7% | +69.6% | +24.0% |
| YTD | +8.2% | -43.0% | +51.2% | +12.9% |
| 1Y | +9.7% | -42.5% | +52.2% | +13.9% |
| 3Y | +266.1% | +11.6% | +254.6% | +228.6% |
| 5Y | +407.4% | +21.8% | +385.6% | +318.5% |
| All | +152.0% | +616.1% | -464.2% | +37.8% |
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 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