-27.1%
GPN vs UEC
+122.3%
-149.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | 0.0% |
| 7D | -4.6% | -9.4% | +4.9% | -4.1% |
| 30D | -0.3% | -8.0% | +7.7% | 0.0% |
| 3M | +35.4% | -1.7% | +37.1% | +35.2% |
| 6M | +21.7% | -26.1% | +47.8% | +22.7% |
| YTD | +14.9% | -10.5% | +25.4% | +14.6% |
| 1Y | +3.2% | -13.3% | +16.5% | +2.4% |
| 3Y | -27.1% | +116.4% | -143.5% | -33.7% |
| All | -27.1% | +122.3% | -149.5% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling