+81.6%
GM vs UEC
+273.6%
-192.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.0% | +7.8% | +3.4% |
| 7D | -1.1% | -4.3% | +3.2% | -0.6% |
| 30D | -3.4% | -3.8% | +0.4% | -3.3% |
| 3M | +8.7% | +17.0% | -8.3% | +6.1% |
| 6M | +15.4% | -23.9% | +39.3% | +17.1% |
| YTD | +6.6% | -5.7% | +12.3% | +4.7% |
| 1Y | +51.5% | -12.5% | +64.0% | +47.7% |
| 3Y | +169.3% | +136.5% | +32.9% | +113.5% |
| 5Y | +81.6% | +243.3% | -161.8% | +27.1% |
| All | +81.6% | +273.6% | -192.0% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling