+289.2%
GFI vs UEC
+122.3%
+166.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +0.2% |
| 7D | -4.9% | -9.4% | +4.6% | -2.3% |
| 30D | +10.7% | -8.0% | +18.7% | +13.0% |
| 3M | +25.6% | -1.7% | +27.3% | +25.9% |
| 6M | -8.3% | -26.1% | +17.9% | -2.4% |
| YTD | +6.3% | -10.5% | +16.8% | +8.9% |
| 1Y | +22.1% | -13.3% | +35.4% | +25.6% |
| 3Y | +289.2% | +116.4% | +172.8% | +259.9% |
| All | +289.2% | +122.3% | +166.8% | +259.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling