+129.7%
GLDM vs UEC
+157.0%
-27.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -6.9% | +6.4% | +0.3% |
| 30D | +4.4% | +7.6% | -3.2% | +3.4% |
| 3M | -1.1% | -18.4% | +17.3% | +0.4% |
| 6M | -13.7% | -23.3% | +9.6% | -12.5% |
| YTD | +2.8% | -1.2% | +4.0% | +2.4% |
| 1Y | +24.8% | +2.3% | +22.5% | +23.6% |
| All | +129.7% | +157.0% | -27.4% | +112.0% |
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