+87.2%
GPC vs UEC
+765.9%
-678.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.1% | -7.8% | +1.4% |
| 7D | +0.8% | +1.5% | -0.6% | +0.6% |
| 30D | -1.1% | -17.1% | +16.0% | +0.3% |
| 3M | -6.6% | -32.3% | +25.7% | -3.8% |
| 6M | +22.2% | -49.7% | +72.0% | +28.4% |
| YTD | +5.1% | -34.8% | +39.8% | +6.7% |
| 1Y | +2.8% | -37.5% | +40.3% | +4.3% |
| 3Y | +2.4% | +37.1% | -34.7% | -8.0% |
| 5Y | +7.8% | +44.3% | -36.5% | -9.3% |
| 10Y | +87.2% | +737.4% | -650.1% | +9.1% |
| All | +87.2% | +765.9% | -678.7% | +9.1% |
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