-13.6%
GLD vs UEC
-53.3%
+39.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.8% | -7.6% | -2.0% |
| 7D | +4.7% | -10.2% | +15.0% | +6.6% |
| 30D | -0.9% | -26.9% | +26.0% | +4.6% |
| 3M | -4.4% | -35.7% | +31.3% | +3.0% |
| 6M | -13.6% | -56.1% | +42.6% | -3.7% |
| All | -13.6% | -53.3% | +39.7% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling