-60.1%
GME vs UEC
+289.3%
-349.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +5.8% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | +5.9% | +1.9% | +3.9% | +4.9% |
| 3M | -10.7% | +8.9% | -19.6% | -13.7% |
| 6M | -19.8% | -14.5% | -5.3% | -20.1% |
| YTD | -0.9% | -0.7% | -0.3% | -6.8% |
| 1Y | -15.7% | -4.1% | -11.6% | -22.1% |
| 3Y | +12.3% | +148.9% | -136.6% | -27.8% |
| 5Y | -60.1% | +300.0% | -360.1% | -80.0% |
| All | -60.1% | +289.3% | -349.3% | -80.0% |
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 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