+18.6%
GLXY vs UEC
+114.2%
-95.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +1.6% |
| 7D | +15.5% | +2.6% | +12.9% | +14.3% |
| 30D | +34.1% | +5.6% | +28.5% | +31.1% |
| 3M | -11.3% | -5.7% | -5.6% | -11.2% |
| 6M | +31.6% | -8.0% | +39.6% | +30.0% |
| YTD | +21.0% | +1.8% | +19.2% | +17.6% |
| 1Y | +11.7% | +0.6% | +11.1% | +7.5% |
| All | +18.6% | +114.2% | -95.6% | +3.5% |
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