+508.4%
GLD vs UEC
+73.5%
+434.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.5% | -6.9% | +6.4% | -0.2% |
| 30D | +4.4% | +7.6% | -3.3% | +4.0% |
| 3M | -1.1% | -18.4% | +17.3% | -0.5% |
| 6M | -13.8% | -23.3% | +9.5% | -13.3% |
| YTD | +2.6% | -1.2% | +3.8% | +2.3% |
| 1Y | +24.5% | +2.3% | +22.2% | +23.6% |
| 3Y | +125.8% | +162.3% | -36.4% | +114.9% |
| 5Y | +137.8% | +287.2% | -149.5% | +119.5% |
| 10Y | +221.4% | +1,009.6% | -788.2% | +176.6% |
| All | +508.4% | +73.5% | +434.9% | +384.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling