+118.6%
GLD vs UEC
+47.5%
+71.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.8% | -7.6% | -1.4% |
| 7D | +4.7% | -10.2% | +15.0% | +5.6% |
| 30D | -0.9% | -26.9% | +26.0% | +1.6% |
| 3M | -4.4% | -35.7% | +31.3% | -1.1% |
| 6M | -13.6% | -56.1% | +42.6% | -8.4% |
| YTD | -6.0% | -40.8% | +34.8% | -2.5% |
| 1Y | +1.8% | -43.4% | +45.1% | +5.6% |
| 3Y | +103.2% | +25.4% | +77.8% | +98.7% |
| All | +118.6% | +47.5% | +71.0% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling