+12.0%
GEHC vs UEC
+263.6%
-251.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.1% | -3.3% |
| 7D | -5.2% | +2.6% | -7.8% | -5.4% |
| 30D | -7.0% | +5.6% | -12.6% | -7.5% |
| 3M | +3.3% | -5.7% | +9.0% | +3.3% |
| 6M | -10.0% | -8.0% | -2.0% | -10.3% |
| YTD | -18.5% | +1.8% | -20.3% | -20.1% |
| 1Y | -14.4% | +0.6% | -15.0% | -16.9% |
| 3Y | +3.4% | +155.2% | -151.7% | -12.0% |
| All | +12.0% | +263.6% | -251.7% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling