+23.3%
GME vs UEC
-45.1%
+68.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | +2.9% | -3.8% | +6.7% | +3.0% |
| 30D | -4.8% | -13.5% | +8.7% | -4.5% |
| 3M | +39.2% | -40.5% | +79.7% | +40.7% |
| 6M | +17.1% | -56.7% | +73.7% | +20.1% |
| YTD | +28.7% | -43.0% | +71.7% | +27.2% |
| 1Y | +23.3% | -42.5% | +65.9% | +20.7% |
| All | +23.3% | -45.1% | +68.5% | +20.7% |
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