+632.4%
GEV vs UEC
+53.0%
+579.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.2% | +8.8% | +5.0% |
| 7D | +1.6% | -9.4% | +11.1% | +4.2% |
| 30D | -7.9% | -8.0% | +0.1% | -6.6% |
| 3M | +5.6% | -1.7% | +7.3% | +4.9% |
| 6M | +13.1% | -26.1% | +39.2% | +18.5% |
| YTD | +46.7% | -10.5% | +57.3% | +43.7% |
| 1Y | +51.3% | -13.3% | +64.6% | +44.4% |
| All | +632.4% | +53.0% | +579.4% | +468.6% |
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 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