+77.5%
GDXJ vs UEC
+288.6%
-211.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.8% |
| 7D | +4.3% | +2.6% | +1.7% | +3.7% |
| 30D | +8.4% | +5.6% | +2.8% | +7.1% |
| 3M | +25.5% | -5.7% | +31.2% | +26.4% |
| 6M | -6.3% | -8.0% | +1.7% | -5.7% |
| YTD | +12.1% | +1.8% | +10.3% | +10.6% |
| 1Y | +51.1% | +0.6% | +50.5% | +47.9% |
| 3Y | +296.1% | +155.2% | +140.9% | +209.8% |
| 5Y | +228.1% | +305.8% | -77.7% | +117.2% |
| 10Y | +211.8% | +943.0% | -731.2% | +44.2% |
| All | +77.5% | +288.6% | -211.1% | -27.4% |
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