+387.8%
GH vs UEC
+146.8%
+241.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -2.6% | +1.9% | -4.6% | -3.2% |
| 3M | +25.1% | +8.9% | +16.2% | +22.3% |
| 6M | +78.5% | -14.5% | +92.9% | +79.2% |
| YTD | +59.4% | -0.7% | +60.1% | +54.8% |
| 1Y | +173.9% | -4.1% | +177.9% | +162.0% |
| All | +387.8% | +146.8% | +241.0% | +237.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling