+393.9%
GH vs UEC
+611.0%
-217.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -1.3% |
| 7D | -1.2% | -4.3% | +3.0% | -0.4% |
| 30D | -3.7% | -3.8% | +0.2% | -3.3% |
| 3M | +21.7% | +17.0% | +4.7% | +16.8% |
| 6M | +75.7% | -23.9% | +99.6% | +80.7% |
| YTD | +55.7% | -5.7% | +61.3% | +51.4% |
| 1Y | +181.1% | -12.5% | +193.7% | +171.7% |
| 3Y | +371.6% | +136.5% | +235.1% | +243.9% |
| 5Y | +23.2% | +243.3% | -220.1% | -20.4% |
| All | +393.9% | +611.0% | -217.1% | +146.7% |
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