+37.3%
GEHC vs UEC
+108.0%
-70.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.5% |
| 7D | -2.3% | +4.9% | -7.2% | -2.7% |
| 30D | +19.0% | -17.5% | +36.5% | +20.5% |
| 3M | +13.3% | -40.1% | +53.4% | +17.3% |
| 6M | +31.5% | -56.1% | +87.7% | +39.0% |
| YTD | 0.0% | -41.8% | +41.8% | +2.0% |
| 1Y | +9.4% | -44.8% | +54.2% | +11.7% |
| 3Y | +18.3% | +20.6% | -2.2% | +6.3% |
| All | +37.3% | +108.0% | -70.7% | +19.2% |
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