+231.1%
GM vs UEC
+885.8%
-654.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.1% |
| 7D | -2.4% | -9.4% | +7.0% | -1.2% |
| 30D | -1.1% | -8.0% | +6.9% | -0.3% |
| 3M | +6.1% | -1.7% | +7.8% | +5.6% |
| 6M | +15.0% | -26.1% | +41.1% | +17.4% |
| YTD | +6.0% | -10.5% | +16.5% | +4.5% |
| 1Y | +47.1% | -13.3% | +60.4% | +43.1% |
| 3Y | +170.5% | +116.4% | +54.1% | +115.4% |
| 5Y | +80.5% | +225.5% | -145.0% | +23.9% |
| All | +231.1% | +885.8% | -654.8% | +54.3% |
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 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