-40.1%
GLXY vs UEC
+24.7%
-64.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.8% | -1.6% | +2.3% |
| 7D | -14.6% | -10.2% | -4.4% | -10.3% |
| 30D | -36.2% | -26.9% | -9.2% | -26.8% |
| 3M | -30.1% | -35.7% | +5.6% | -16.3% |
| 6M | -56.1% | -56.1% | 0.0% | -41.4% |
| YTD | -38.9% | -40.8% | +1.8% | -26.0% |
| 1Y | -55.0% | -43.4% | -11.7% | -44.6% |
| All | -40.1% | +24.7% | -64.8% | -34.9% |
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