-21.1%
GIS vs UEC
+885.8%
-906.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | -0.2% |
| 7D | -6.4% | -9.4% | +3.1% | -6.3% |
| 30D | -6.1% | -8.0% | +1.9% | -6.0% |
| 3M | +7.8% | -1.7% | +9.5% | +7.8% |
| 6M | -8.8% | -26.1% | +17.4% | -8.6% |
| YTD | -19.1% | -10.5% | -8.6% | -19.3% |
| 1Y | -24.8% | -13.3% | -11.5% | -25.1% |
| 3Y | -37.6% | +116.4% | -153.9% | -39.9% |
| 5Y | -25.4% | +225.5% | -251.0% | -31.1% |
| All | -21.1% | +885.8% | -906.9% | -37.6% |
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