+238.7%
GM vs UEC
+112.7%
+126.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.3% | -2.6% |
| 7D | +0.4% | +2.6% | -2.2% | +0.1% |
| 30D | -1.8% | +5.6% | -7.4% | -2.8% |
| 3M | +2.6% | -5.7% | +8.3% | +2.5% |
| 6M | +14.6% | -8.0% | +22.6% | +13.7% |
| YTD | +6.2% | +1.8% | +4.4% | +3.3% |
| 1Y | +48.7% | +0.6% | +48.1% | +42.6% |
| 3Y | +168.3% | +155.2% | +13.2% | +116.0% |
| 5Y | +82.8% | +305.8% | -223.0% | +29.3% |
| 10Y | +226.2% | +943.0% | -716.8% | +77.0% |
| All | +238.7% | +112.7% | +126.0% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling