+71.7%
GPC vs UEC
+631.2%
-559.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.2% |
| 7D | -1.3% | +4.9% | -6.2% | -1.8% |
| 30D | -6.0% | -17.5% | +11.5% | -4.6% |
| 3M | -7.6% | -40.1% | +32.5% | -3.8% |
| 6M | +24.2% | -56.1% | +80.4% | +32.2% |
| YTD | +2.7% | -41.8% | +44.5% | +5.3% |
| 1Y | +0.2% | -44.8% | +45.0% | +2.8% |
| 3Y | -0.8% | +20.6% | -21.3% | -9.8% |
| 5Y | +4.4% | +24.3% | -19.9% | -10.8% |
| All | +71.7% | +631.2% | -559.5% | +3.2% |
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 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