+121.8%
GLDM vs UEC
+47.5%
+74.2%
-28.0%
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% | +14.9% | +5.5% |
| 30D | -0.9% | -26.9% | +26.1% | +1.6% |
| 3M | -4.3% | -35.7% | +31.4% | -1.0% |
| 6M | -13.4% | -56.1% | +42.7% | -8.3% |
| YTD | -5.8% | -40.8% | +34.9% | -2.3% |
| 1Y | +2.1% | -43.4% | +45.4% | +5.9% |
| 3Y | +105.0% | +25.4% | +79.7% | +100.6% |
| All | +121.8% | +47.5% | +74.2% | +111.7% |
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 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