-17.3%
GIS vs UEC
+616.1%
-633.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +2.4% |
| 7D | -3.4% | -3.8% | +0.4% | -3.3% |
| 30D | +6.9% | -13.5% | +20.4% | +7.0% |
| 3M | -10.1% | -40.5% | +30.4% | -9.7% |
| 6M | +5.9% | -56.7% | +62.5% | +6.7% |
| YTD | -21.1% | -43.0% | +21.9% | -21.0% |
| 1Y | -22.5% | -42.5% | +20.1% | -22.4% |
| 3Y | -39.0% | +11.6% | -50.5% | -40.5% |
| 5Y | -33.3% | +21.8% | -55.1% | -36.4% |
| All | -17.3% | +616.1% | -633.4% | -35.8% |
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