+222.0%
GLDM vs UEC
+283.4%
-61.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.9% | +10.7% | +1.4% |
| 7D | +1.9% | -20.5% | +22.4% | +3.2% |
| 30D | -1.7% | -35.9% | +34.2% | +0.8% |
| 3M | -3.5% | -39.6% | +36.0% | -0.9% |
| 6M | -10.1% | -55.3% | +45.2% | -6.5% |
| YTD | -5.0% | -44.5% | +39.5% | -2.3% |
| 1Y | +2.8% | -50.4% | +53.2% | +6.1% |
| 3Y | +105.1% | +12.1% | +93.0% | +102.6% |
| 5Y | +124.3% | +41.5% | +82.8% | +116.4% |
| All | +222.0% | +283.4% | -61.5% | +199.8% |
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