+153.2%
GEN vs UEC
+908.7%
-755.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | 0.0% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +2.1% | +1.9% | +0.1% | +1.8% |
| 3M | +19.7% | +8.9% | +10.8% | +18.5% |
| 6M | +33.3% | -14.5% | +47.7% | +33.3% |
| YTD | +11.1% | -0.7% | +11.8% | +9.4% |
| 1Y | +3.0% | -4.1% | +7.1% | +0.8% |
| 3Y | +57.9% | +148.9% | -91.1% | +39.6% |
| 5Y | +20.6% | +300.0% | -279.4% | -1.2% |
| 10Y | +153.2% | +994.3% | -841.1% | +81.1% |
| All | +153.2% | +908.7% | -755.5% | +81.1% |
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