+188.6%
GGLL vs UEC
+60.6%
+128.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | -0.1% |
| 7D | +3.1% | -10.2% | +13.3% | +5.3% |
| 30D | -36.3% | -26.9% | -9.4% | -32.1% |
| 3M | -40.4% | -35.7% | -4.7% | -35.2% |
| 6M | -54.6% | -56.1% | +1.5% | -47.5% |
| YTD | -31.1% | -40.8% | +9.6% | -26.9% |
| 1Y | -19.2% | -43.4% | +24.2% | -13.9% |
| 3Y | +151.5% | +25.4% | +126.2% | +105.4% |
| All | +188.6% | +60.6% | +128.1% | +121.5% |
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 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