+61.5%
GNRC vs UEC
+122.3%
-60.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.1% | +3.8% |
| 7D | -0.2% | -9.4% | +9.3% | +1.4% |
| 30D | -15.7% | -8.0% | -7.7% | -14.8% |
| 3M | -27.3% | -1.7% | -25.6% | -27.6% |
| 6M | -12.1% | -26.1% | +14.1% | -9.5% |
| YTD | +37.1% | -10.5% | +47.7% | +36.3% |
| 1Y | -0.5% | -13.3% | +12.8% | -1.5% |
| 3Y | +61.5% | +116.4% | -54.8% | +32.4% |
| All | +61.5% | +122.3% | -60.8% | +32.4% |
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