+328.7%
GGLL vs UEC
+167.7%
+160.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -4.8% | -6.9% | +2.2% | -3.3% |
| 30D | -13.7% | +7.6% | -21.3% | -15.6% |
| 3M | -21.9% | -18.4% | -3.5% | -19.6% |
| 6M | +11.7% | -23.3% | +34.9% | +14.7% |
| YTD | +2.3% | -1.2% | +3.5% | -2.1% |
| 1Y | +76.2% | +2.3% | +73.9% | +64.0% |
| 3Y | +245.0% | +162.3% | +82.7% | +138.0% |
| All | +328.7% | +167.7% | +160.9% | +196.7% |
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