-17.8%
GEHC vs UEC
-16.4%
-1.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.2% |
| 7D | -7.2% | -9.4% | +2.3% | -6.7% |
| 30D | -11.6% | -8.0% | -3.5% | -11.2% |
| 3M | -0.8% | -1.7% | +0.9% | -0.8% |
| 6M | -11.9% | -26.1% | +14.2% | -10.9% |
| YTD | -21.9% | -10.5% | -11.4% | -22.6% |
| 1Y | -17.8% | -13.3% | -4.6% | -19.8% |
| All | -17.8% | -16.4% | -1.4% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling