+650.6%
GLW vs UEC
+14.6%
+636.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.1% | -0.9% | +7.9% |
| 7D | -5.9% | +1.5% | -7.3% | -5.9% |
| 30D | -26.0% | -17.1% | -8.9% | -24.1% |
| 3M | -29.9% | -32.3% | +2.4% | -26.4% |
| 6M | -37.8% | -49.7% | +12.0% | -32.2% |
| YTD | +33.1% | -34.8% | +67.9% | +40.2% |
| 1Y | +36.8% | -37.5% | +74.4% | +44.5% |
| 3Y | +356.1% | +37.1% | +319.0% | +322.2% |
| 5Y | +243.8% | +44.3% | +199.5% | +198.0% |
| 10Y | +542.4% | +737.4% | -195.0% | +300.7% |
| All | +650.6% | +14.6% | +636.0% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling