+51.7%
GWRE vs UEC
+122.3%
-70.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +0.8% |
| 7D | -13.2% | -9.4% | -3.8% | -13.0% |
| 30D | -18.6% | -8.0% | -10.6% | -18.4% |
| 3M | +18.9% | -1.7% | +20.6% | +18.9% |
| 6M | -11.0% | -26.1% | +15.2% | -10.4% |
| YTD | -29.9% | -10.5% | -19.4% | -30.5% |
| 1Y | -44.3% | -13.3% | -31.1% | -45.1% |
| 3Y | +51.7% | +116.4% | -64.7% | +33.8% |
| All | +51.7% | +122.3% | -70.7% | +33.8% |
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