+290.5%
GME vs UEC
+885.8%
-595.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +4.8% |
| 7D | +10.4% | -9.4% | +19.8% | +12.4% |
| 30D | +14.1% | -8.0% | +22.1% | +15.3% |
| 3M | -4.6% | -1.7% | -3.0% | -5.5% |
| 6M | -13.5% | -26.1% | +12.6% | -11.3% |
| YTD | +5.3% | -10.5% | +15.9% | +1.9% |
| 1Y | -14.9% | -13.3% | -1.6% | -19.0% |
| 3Y | +24.3% | +116.4% | -92.1% | -10.8% |
| 5Y | -55.6% | +225.5% | -281.1% | -73.0% |
| All | +290.5% | +885.8% | -595.4% | +53.0% |
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