-12.2%
GGLL vs UEC
-46.3%
+34.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +7.5% |
| 7D | -23.1% | -13.8% | -9.3% | -20.7% |
| 30D | -32.9% | -23.1% | -9.8% | -29.5% |
| 3M | -44.9% | -31.5% | -13.4% | -41.4% |
| 6M | -49.5% | -51.5% | +2.0% | -43.1% |
| YTD | -28.9% | -38.4% | +9.5% | -27.9% |
| 1Y | -12.2% | -44.7% | +32.5% | -9.6% |
| All | -12.2% | -46.3% | +34.1% | -9.6% |
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 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