+195.8%
GGLL vs UEC
+76.8%
+119.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.1% | -7.6% | +0.3% |
| 7D | +6.3% | +1.5% | +4.9% | +5.8% |
| 30D | -35.1% | -17.1% | -18.0% | -32.6% |
| 3M | -37.7% | -32.3% | -5.3% | -33.1% |
| 6M | -54.1% | -49.7% | -4.4% | -48.5% |
| YTD | -29.4% | -34.8% | +5.3% | -26.7% |
| 1Y | -13.4% | -37.5% | +24.1% | -9.8% |
| 3Y | +158.3% | +37.1% | +121.3% | +106.9% |
| All | +195.8% | +76.8% | +119.0% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling