+172.2%
GRMN vs UEC
+146.8%
+25.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -13.1% | +1.9% | -15.0% | -13.3% |
| 3M | +14.9% | +8.9% | +6.0% | +14.0% |
| 6M | +13.1% | -14.5% | +27.6% | +13.5% |
| YTD | +35.3% | -0.7% | +36.0% | +34.3% |
| 1Y | +16.0% | -4.1% | +20.0% | +14.5% |
| All | +172.2% | +146.8% | +25.4% | +140.8% |
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 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