+41.2%
GDX vs UEC
-8.9%
+50.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.0% | +1.5% | -1.7% |
| 7D | -5.4% | -4.3% | -1.1% | -3.9% |
| 30D | +6.6% | -3.8% | +10.4% | +7.6% |
| 3M | +30.1% | +17.0% | +13.1% | +22.3% |
| 6M | -7.1% | -23.9% | +16.8% | -1.1% |
| YTD | +12.0% | -5.7% | +17.6% | +13.5% |
| 1Y | +41.2% | -12.5% | +53.7% | +48.9% |
| All | +41.2% | -8.9% | +50.1% | +48.9% |
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 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