-7.3%
GFS vs UEC
+86.3%
-93.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +6.2% | +0.6% | +5.7% | +6.1% |
| 30D | -11.4% | -18.1% | +6.8% | -7.9% |
| 3M | -15.5% | -36.9% | +21.4% | -8.3% |
| 6M | -42.6% | -56.1% | +13.5% | -34.1% |
| YTD | +23.2% | -38.1% | +61.3% | +31.1% |
| 1Y | +23.6% | -41.7% | +65.3% | +32.1% |
| 3Y | -17.2% | +28.2% | -45.4% | -29.7% |
| 5Y | -23.4% | +31.7% | -55.1% | -48.1% |
| All | -7.3% | +86.3% | -93.6% | -36.7% |
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