+248.5%
GLDM vs UEC
+582.8%
-334.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -6.9% | +6.4% | -0.1% |
| 30D | +4.4% | +7.6% | -3.2% | +3.9% |
| 3M | -1.1% | -18.4% | +17.3% | -0.3% |
| 6M | -13.7% | -23.3% | +9.6% | -13.0% |
| YTD | +2.8% | -1.2% | +4.0% | +2.4% |
| 1Y | +24.8% | +2.3% | +22.5% | +23.9% |
| 3Y | +127.8% | +162.3% | -34.5% | +115.9% |
| 5Y | +141.1% | +287.2% | -146.1% | +122.6% |
| All | +248.5% | +582.8% | -334.4% | +214.3% |
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