+597.9%
GRMN vs UEC
+616.1%
-18.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -0.9% | -3.8% | +2.9% | -0.6% |
| 30D | +1.2% | -13.5% | +14.7% | +2.3% |
| 3M | -8.9% | -40.5% | +31.6% | -5.1% |
| 6M | +23.0% | -56.7% | +79.7% | +31.1% |
| YTD | +41.2% | -43.0% | +84.2% | +45.3% |
| 1Y | +47.5% | -42.5% | +90.0% | +51.1% |
| 3Y | +155.8% | +11.6% | +144.2% | +134.6% |
| 5Y | +120.2% | +21.8% | +98.4% | +89.2% |
| All | +597.9% | +616.1% | -18.2% | +356.9% |
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