+205.6%
GLD vs UEC
+631.2%
-425.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -2.5% |
| 7D | -5.5% | +4.9% | -10.4% | -5.8% |
| 30D | -7.0% | -17.5% | +10.5% | -6.2% |
| 3M | -12.4% | -40.1% | +27.8% | -10.2% |
| 6M | -18.0% | -56.1% | +38.1% | -15.0% |
| YTD | -10.5% | -41.8% | +31.3% | -8.4% |
| 1Y | -8.1% | -44.8% | +36.7% | -5.8% |
| 3Y | +97.7% | +20.6% | +77.1% | +94.8% |
| 5Y | +103.4% | +24.3% | +79.1% | +97.2% |
| All | +205.6% | +631.2% | -425.5% | +182.3% |
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