-3.9%
GLD vs UEC
-42.8%
+38.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | -2.0% | +0.6% | -2.5% | -2.3% |
| 30D | -4.4% | -18.1% | +13.7% | -1.2% |
| 3M | -8.9% | -36.9% | +28.0% | -1.5% |
| 6M | -16.0% | -56.1% | +40.1% | -4.3% |
| YTD | -7.9% | -38.1% | +30.2% | +2.9% |
| 1Y | -3.9% | -41.7% | +37.8% | +7.3% |
| All | -3.9% | -42.8% | +38.9% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling