+220.4%
GDXJ vs UEC
+198.6%
+21.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +2.4% |
| 7D | -2.8% | -9.4% | +6.6% | -0.4% |
| 30D | +5.0% | -8.0% | +13.0% | +6.9% |
| 3M | +24.1% | -1.7% | +25.8% | +24.3% |
| 6M | -7.4% | -26.1% | +18.8% | -1.5% |
| YTD | +10.2% | -10.5% | +20.8% | +12.1% |
| 1Y | +42.5% | -13.3% | +55.8% | +44.3% |
| 3Y | +285.7% | +116.4% | +169.4% | +200.6% |
| All | +220.4% | +198.6% | +21.8% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling