+666.0%
GRMN vs UEC
+885.8%
-219.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.2% | +9.0% | +4.3% |
| 7D | +2.0% | -9.4% | +11.5% | +2.9% |
| 30D | -8.8% | -8.0% | -0.8% | -8.3% |
| 3M | +19.0% | -1.7% | +20.7% | +18.5% |
| 6M | +20.7% | -26.1% | +46.9% | +22.6% |
| YTD | +40.5% | -10.5% | +51.0% | +39.3% |
| 1Y | +19.1% | -13.3% | +32.4% | +17.2% |
| 3Y | +182.7% | +116.4% | +66.3% | +143.9% |
| 5Y | +82.3% | +225.5% | -143.2% | +42.9% |
| All | +666.0% | +885.8% | -219.8% | +383.7% |
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 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