+291.6%
GDX vs UEC
+939.6%
-648.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.0% | +1.5% | -2.6% |
| 7D | -5.4% | -4.3% | -1.1% | -4.7% |
| 30D | +6.6% | -3.8% | +10.4% | +7.1% |
| 3M | +30.1% | +17.0% | +13.1% | +26.7% |
| 6M | -7.1% | -23.9% | +16.8% | -3.9% |
| YTD | +12.0% | -5.7% | +17.6% | +12.1% |
| 1Y | +41.2% | -12.5% | +53.7% | +41.8% |
| 3Y | +251.0% | +136.5% | +114.5% | +195.9% |
| 5Y | +226.7% | +243.3% | -16.6% | +148.4% |
| All | +291.6% | +939.6% | -648.0% | +153.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling