+151.2%
GGLL vs UEC
+27.1%
+124.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.6% |
| 7D | +5.1% | -5.2% | +10.3% | +6.0% |
| 30D | -35.5% | -22.0% | -13.5% | -32.3% |
| 3M | -39.2% | -37.0% | -2.2% | -33.9% |
| 6M | -54.4% | -52.7% | -1.7% | -48.4% |
| YTD | -29.8% | -38.6% | +8.8% | -26.4% |
| 1Y | -20.4% | -44.6% | +24.2% | -15.3% |
| All | +151.2% | +27.1% | +124.1% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling