+209.7%
GE vs UEC
+2.3%
+207.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.9% | +2.5% | -2.9% |
| 7D | +5.1% | +4.9% | +0.2% | +4.6% |
| 30D | +7.6% | -17.5% | +25.0% | +9.5% |
| 3M | -9.3% | -40.1% | +30.8% | -5.0% |
| 6M | +11.5% | -56.1% | +67.7% | +19.6% |
| YTD | +7.9% | -41.8% | +49.6% | +11.4% |
| 1Y | +7.6% | -44.8% | +52.4% | +11.4% |
| 3Y | +265.9% | +20.6% | +245.3% | +237.5% |
| 5Y | +405.9% | +24.3% | +381.6% | +343.0% |
| 10Y | +149.6% | +639.1% | -489.5% | +67.3% |
| All | +209.7% | +2.3% | +207.5% | +90.7% |
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