+103.2%
GLD vs UEC
+19.3%
+83.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.8% | -7.6% | -1.6% |
| 7D | +4.7% | -10.2% | +15.0% | +5.9% |
| 30D | -0.9% | -26.9% | +26.0% | +2.7% |
| 3M | -4.4% | -35.7% | +31.3% | +0.3% |
| 6M | -13.6% | -56.1% | +42.6% | -6.2% |
| YTD | -6.0% | -40.8% | +34.8% | -0.7% |
| 1Y | +1.8% | -43.4% | +45.1% | +7.5% |
| 3Y | +103.2% | +25.4% | +77.8% | +102.7% |
| All | +103.2% | +19.3% | +83.9% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling