+161.0%
GDX vs UEC
+14.6%
+146.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.1% | -5.7% | +3.0% |
| 7D | +15.6% | +1.5% | +14.1% | +15.1% |
| 30D | +2.4% | -17.1% | +19.5% | +5.0% |
| 3M | +1.7% | -32.3% | +34.1% | +7.1% |
| 6M | -3.3% | -49.7% | +46.4% | +5.7% |
| YTD | +6.6% | -34.8% | +41.4% | +12.0% |
| 1Y | +27.0% | -37.5% | +64.5% | +33.7% |
| 3Y | +243.4% | +37.1% | +206.3% | +213.7% |
| 5Y | +194.2% | +44.3% | +149.9% | +151.2% |
| 10Y | +310.1% | +737.4% | -427.2% | +141.7% |
| All | +161.0% | +14.6% | +146.4% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling