+243.4%
GDX vs UEC
+37.5%
+205.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.1% | -5.7% | +1.7% |
| 7D | +15.6% | +1.5% | +14.1% | +14.6% |
| 30D | +2.4% | -17.1% | +19.5% | +7.1% |
| 3M | +1.7% | -32.3% | +34.1% | +11.8% |
| 6M | -3.3% | -49.7% | +46.4% | +13.0% |
| YTD | +6.6% | -34.8% | +41.4% | +17.4% |
| 1Y | +27.0% | -37.5% | +64.5% | +40.1% |
| 3Y | +243.4% | +37.1% | +206.3% | +237.1% |
| All | +243.4% | +37.5% | +205.8% | +237.1% |
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