+213.3%
GLD vs UEC
+933.9%
-720.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.8% | -1.9% |
| 7D | +0.7% | +2.6% | -1.8% | +0.6% |
| 30D | +0.3% | +5.6% | -5.3% | 0.0% |
| 3M | +0.6% | -5.7% | +6.3% | +0.6% |
| 6M | -15.6% | -8.0% | -7.5% | -15.7% |
| YTD | +0.9% | +1.8% | -0.9% | +0.4% |
| 1Y | +19.4% | +0.6% | +18.8% | +18.6% |
| 3Y | +124.5% | +155.2% | -30.7% | +113.7% |
| 5Y | +138.9% | +305.8% | -166.9% | +121.5% |
| 10Y | +213.3% | +943.0% | -729.7% | +187.5% |
| All | +213.3% | +933.9% | -720.6% | +187.5% |
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 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