-2.4%
GFS vs UEC
+197.4%
-199.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | +1.0% | -6.9% | +7.9% | +2.4% |
| 30D | -8.6% | +7.6% | -16.2% | -10.1% |
| 3M | -46.5% | -18.4% | -28.2% | -45.0% |
| 6M | -4.8% | -23.3% | +18.4% | -2.1% |
| YTD | +29.7% | -1.2% | +30.9% | +26.7% |
| 1Y | +35.8% | +2.3% | +33.5% | +29.4% |
| 3Y | -18.3% | +162.3% | -180.6% | -39.8% |
| All | -2.4% | +197.4% | -199.8% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling