+172.1%
GM vs UEC
+134.5%
+37.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.0% | +7.8% | +3.1% |
| 7D | -1.1% | -4.3% | +3.2% | -0.8% |
| 30D | -3.4% | -3.8% | +0.4% | -3.3% |
| 3M | +8.7% | +17.0% | -8.3% | +7.2% |
| 6M | +15.4% | -23.9% | +39.3% | +16.1% |
| YTD | +6.6% | -5.7% | +12.3% | +6.0% |
| 1Y | +51.5% | -12.5% | +64.0% | +49.6% |
| All | +172.1% | +134.5% | +37.6% | +135.5% |
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 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