+355.2%
GPC vs UEC
+4.1%
+351.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.8% | -8.1% | -1.8% |
| 7D | +1.6% | -10.2% | +11.8% | +2.3% |
| 30D | -2.1% | -26.9% | +24.8% | -0.2% |
| 3M | -6.8% | -35.7% | +28.9% | -4.3% |
| 6M | +18.6% | -56.1% | +74.7% | +24.2% |
| YTD | +2.7% | -40.8% | +43.4% | +4.6% |
| 1Y | +1.8% | -43.4% | +45.2% | +3.7% |
| 3Y | +1.1% | +25.4% | -24.3% | -5.4% |
| 5Y | +4.1% | +51.1% | -47.0% | -7.5% |
| 10Y | +88.2% | +695.4% | -607.2% | +38.1% |
| All | +355.2% | +4.1% | +351.2% | +219.8% |
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