+163.1%
GH vs UEC
-1.0%
+164.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -0.1% | -6.9% | +6.9% | +0.8% |
| 30D | -1.1% | +7.6% | -8.7% | -2.1% |
| 3M | +21.3% | -18.4% | +39.7% | +23.6% |
| 6M | +73.5% | -23.3% | +96.8% | +75.7% |
| YTD | +58.0% | -1.2% | +59.2% | +58.5% |
| 1Y | +163.1% | +2.3% | +160.7% | +169.4% |
| All | +163.1% | -1.0% | +164.1% | +169.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling