+241.6%
GME vs UEC
+73.5%
+168.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +7.2% | -6.9% | +14.2% | +8.2% |
| 30D | +0.8% | +7.6% | -6.9% | -0.4% |
| 3M | -14.0% | -18.4% | +4.4% | -12.7% |
| 6M | -19.7% | -23.3% | +3.5% | -18.7% |
| YTD | -4.6% | -1.2% | -3.4% | -7.3% |
| 1Y | -14.3% | +2.3% | -16.7% | -18.3% |
| 3Y | +4.0% | +162.3% | -158.3% | -15.8% |
| 5Y | -62.2% | +287.2% | -349.4% | -71.8% |
| 10Y | +241.4% | +1,009.6% | -768.3% | +109.6% |
| All | +241.6% | +73.5% | +168.1% | +67.6% |
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