+438.8%
GS vs UEC
+616.1%
-177.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +5.9% | -3.8% | +9.6% | +6.4% |
| 30D | +4.3% | -13.5% | +17.8% | +6.3% |
| 3M | -11.7% | -40.5% | +28.8% | -5.5% |
| 6M | -3.2% | -56.7% | +53.5% | +7.4% |
| YTD | +5.8% | -43.0% | +48.8% | +11.7% |
| 1Y | +16.0% | -42.5% | +58.6% | +21.9% |
| 3Y | +199.8% | +11.6% | +188.2% | +172.2% |
| 5Y | +155.5% | +21.8% | +133.8% | +112.2% |
| All | +438.8% | +616.1% | -177.3% | +181.4% |
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