+326.3%
GDX vs UEC
+616.1%
-289.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.1% |
| 7D | -6.8% | -3.8% | -3.0% | -6.2% |
| 30D | -2.1% | -13.5% | +11.4% | 0.0% |
| 3M | -7.5% | -40.5% | +33.0% | +0.2% |
| 6M | -15.2% | -56.7% | +41.5% | -3.9% |
| YTD | -4.8% | -43.0% | +38.2% | +3.1% |
| 1Y | +6.7% | -42.5% | +49.3% | +15.1% |
| 3Y | +212.7% | +11.6% | +201.2% | +196.1% |
| 5Y | +151.7% | +21.8% | +129.9% | +122.2% |
| All | +326.3% | +616.1% | -289.9% | +195.0% |
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