+24.8%
GDX vs UEC
-46.3%
+71.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.9% | +13.9% | +10.8% |
| 7D | +0.8% | -13.8% | +14.6% | +6.3% |
| 30D | -3.2% | -23.1% | +19.9% | +6.1% |
| 3M | +8.6% | -31.5% | +40.1% | +23.7% |
| 6M | -1.2% | -51.5% | +50.2% | +24.8% |
| YTD | -1.4% | -38.4% | +37.1% | +19.4% |
| 1Y | +24.8% | -44.7% | +69.5% | +53.2% |
| All | +24.8% | -46.3% | +71.1% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling