+212.6%
GLW vs UEC
+47.5%
+165.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +1.3% |
| 7D | -13.9% | -10.2% | -3.7% | -12.1% |
| 30D | -35.0% | -26.9% | -8.1% | -31.1% |
| 3M | -32.4% | -35.7% | +3.3% | -27.0% |
| 6M | -41.3% | -56.1% | +14.8% | -32.9% |
| YTD | +21.8% | -40.8% | +62.6% | +34.0% |
| 1Y | +21.8% | -43.4% | +65.2% | +34.4% |
| 3Y | +307.7% | +25.4% | +282.3% | +293.0% |
| All | +212.6% | +47.5% | +165.1% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling