-40.7%
GFS vs UEC
-57.4%
+16.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +1.8% |
| 7D | +17.2% | +4.9% | +12.3% | +14.7% |
| 30D | -8.7% | -17.5% | +8.7% | -2.5% |
| 3M | -19.7% | -40.1% | +20.5% | -5.1% |
| 6M | -40.7% | -56.1% | +15.4% | -21.6% |
| All | -40.7% | -57.4% | +16.7% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling