+554.2%
GLW vs UEC
+631.2%
-77.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.2% | +0.2% |
| 7D | +15.5% | +4.9% | +10.6% | +14.7% |
| 30D | -19.6% | -17.5% | -2.1% | -16.9% |
| 3M | -28.5% | -40.1% | +11.6% | -22.5% |
| 6M | -39.5% | -56.1% | +16.6% | -31.4% |
| YTD | +37.2% | -41.8% | +79.0% | +49.3% |
| 1Y | +35.4% | -44.8% | +80.2% | +48.1% |
| 3Y | +359.7% | +20.6% | +339.1% | +330.2% |
| 5Y | +244.0% | +24.3% | +219.7% | +198.6% |
| All | +554.2% | +631.2% | -77.0% | +280.5% |
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