-14.3%
GME vs UEC
-1.0%
-13.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +7.2% | -6.9% | +14.2% | +7.6% |
| 30D | +0.8% | +7.6% | -6.9% | +0.4% |
| 3M | -14.0% | -18.4% | +4.4% | -13.1% |
| 6M | -19.7% | -23.3% | +3.5% | -19.2% |
| YTD | -4.6% | -1.2% | -3.4% | -6.6% |
| 1Y | -14.3% | +2.3% | -16.7% | -17.1% |
| All | -14.3% | -1.0% | -13.3% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling