+867.9%
GLW vs UEC
+908.7%
-40.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | +16.9% | -0.2% | +17.1% | +16.9% |
| 30D | +7.0% | +1.9% | +5.1% | +6.3% |
| 3M | -3.0% | +8.9% | -11.9% | -4.6% |
| 6M | +31.0% | -14.5% | +45.4% | +33.7% |
| YTD | +93.4% | -0.7% | +94.1% | +92.9% |
| 1Y | +134.7% | -4.1% | +138.8% | +132.8% |
| 3Y | +471.8% | +148.9% | +322.9% | +376.7% |
| 5Y | +394.5% | +300.0% | +94.5% | +256.1% |
| 10Y | +867.9% | +994.3% | -126.4% | +416.7% |
| All | +867.9% | +908.7% | -40.8% | +416.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling