+421.2%
GLW vs UEC
+151.4%
+269.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | -6.9% | +10.7% | +5.4% |
| 30D | -1.3% | +7.6% | -9.0% | -3.4% |
| 3M | -21.8% | -18.4% | -3.4% | -19.3% |
| 6M | +6.9% | -23.3% | +30.2% | +11.0% |
| YTD | +77.2% | -1.2% | +78.4% | +78.6% |
| 1Y | +123.2% | +2.3% | +120.9% | +122.8% |
| All | +421.2% | +151.4% | +269.8% | +369.3% |
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 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