+211.8%
GLD vs UEC
+623.0%
-411.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | -2.0% | +0.6% | -2.5% | -2.1% |
| 30D | -4.4% | -18.1% | +13.7% | -3.5% |
| 3M | -8.9% | -36.9% | +28.0% | -6.9% |
| 6M | -16.0% | -56.1% | +40.1% | -12.9% |
| YTD | -7.9% | -38.1% | +30.2% | -6.0% |
| 1Y | -3.9% | -41.7% | +37.8% | -1.9% |
| 3Y | +103.4% | +28.2% | +75.2% | +99.8% |
| 5Y | +109.7% | +31.7% | +78.0% | +102.6% |
| 10Y | +211.8% | +685.9% | -474.0% | +187.2% |
| All | +211.8% | +623.0% | -411.2% | +187.2% |
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