+358.7%
GPC vs UEC
+8.7%
+350.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -4.5% | -18.1% | +13.6% | -3.4% |
| 3M | -7.7% | -36.9% | +29.2% | -5.1% |
| 6M | +24.3% | -56.1% | +80.4% | +30.2% |
| YTD | +3.5% | -38.1% | +41.6% | +5.1% |
| 1Y | +0.7% | -41.7% | +42.4% | +2.5% |
| 3Y | 0.0% | +28.2% | -28.2% | -6.6% |
| 5Y | +5.8% | +31.7% | -25.9% | -5.0% |
| 10Y | +75.8% | +685.9% | -610.1% | +28.9% |
| All | +358.7% | +8.7% | +350.0% | +221.2% |
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