+2,104.1%
GNRC vs UEC
+263.6%
+1,840.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.6% |
| 7D | +3.2% | -0.2% | +3.3% | +3.2% |
| 30D | -9.5% | +1.9% | -11.4% | -10.0% |
| 3M | -28.5% | +8.9% | -37.5% | -29.8% |
| 6M | -10.0% | -14.5% | +4.5% | -9.3% |
| YTD | +36.7% | -0.7% | +37.4% | +33.9% |
| 1Y | +2.6% | -4.1% | +6.6% | -0.2% |
| 3Y | +61.9% | +148.9% | -87.0% | +30.0% |
| 5Y | -59.0% | +300.0% | -359.0% | -70.6% |
| 10Y | +444.8% | +994.3% | -549.6% | +201.0% |
| All | +2,104.1% | +263.6% | +1,840.5% | +961.2% |
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