-16.4%
GFS vs UEC
+78.4%
-94.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.6% | +4.9% |
| 7D | -7.8% | -10.2% | +2.4% | -5.8% |
| 30D | -19.7% | -26.9% | +7.3% | -14.7% |
| 3M | -23.1% | -35.7% | +12.6% | -16.9% |
| 6M | -46.4% | -56.1% | +9.7% | -38.3% |
| YTD | +11.0% | -40.8% | +51.8% | +19.2% |
| 1Y | +12.6% | -43.4% | +56.0% | +21.1% |
| 3Y | -24.9% | +25.4% | -50.3% | -35.9% |
| 5Y | -39.1% | +51.1% | -90.2% | -58.2% |
| All | -16.4% | +78.4% | -94.8% | -42.5% |
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