+339.2%
GLW vs UEC
+18.1%
+321.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.3% | -3.8% |
| 7D | +7.7% | -3.8% | +11.5% | +8.9% |
| 30D | -18.8% | -13.5% | -5.3% | -15.7% |
| 3M | -27.7% | -40.5% | +12.7% | -18.6% |
| 6M | -44.4% | -56.7% | +12.2% | -33.6% |
| YTD | +31.3% | -43.0% | +74.3% | +51.0% |
| 1Y | +40.0% | -42.5% | +82.6% | +60.8% |
| 3Y | +339.2% | +11.6% | +327.7% | +353.6% |
| All | +339.2% | +18.1% | +321.2% | +353.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling