+380.7%
GH vs UEC
+366.5%
+14.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -8.2% | +0.6% | -8.7% | -8.3% |
| 30D | -4.9% | -18.1% | +13.2% | -1.3% |
| 3M | -6.2% | -36.9% | +30.7% | +1.6% |
| 6M | +60.0% | -56.1% | +116.1% | +83.5% |
| YTD | +51.5% | -38.1% | +89.6% | +59.1% |
| 1Y | +58.4% | -41.7% | +100.1% | +67.3% |
| 3Y | +617.2% | +28.2% | +589.0% | +490.3% |
| 5Y | +47.0% | +31.7% | +15.3% | +10.9% |
| All | +380.7% | +366.5% | +14.2% | +159.3% |
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