+639.9%
GS vs UEC
+885.8%
-246.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +1.7% |
| 7D | -0.9% | -9.4% | +8.5% | +0.4% |
| 30D | -0.3% | -8.0% | +7.7% | +0.6% |
| 3M | -0.1% | -1.7% | +1.6% | -0.4% |
| 6M | +26.1% | -26.1% | +52.3% | +29.5% |
| YTD | +18.8% | -10.5% | +29.3% | +18.1% |
| 1Y | +33.7% | -13.3% | +47.0% | +31.8% |
| 3Y | +238.9% | +116.4% | +122.6% | +180.4% |
| 5Y | +187.9% | +225.5% | -37.6% | +105.6% |
| All | +639.9% | +885.8% | -246.0% | +252.6% |
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 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