+38.6%
GEHC vs UEC
+121.1%
-82.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | +22.0% | -18.1% | +40.1% | +23.6% |
| 3M | +13.6% | -36.9% | +50.5% | +17.2% |
| 6M | +34.0% | -56.1% | +90.1% | +41.8% |
| YTD | +0.9% | -38.1% | +39.0% | +2.4% |
| 1Y | +12.7% | -41.7% | +54.4% | +14.7% |
| 3Y | +19.4% | +28.2% | -8.7% | +6.8% |
| All | +38.6% | +121.1% | -82.5% | +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 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