+486.7%
GS vs UEC
+704.7%
-217.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -1.3% |
| 7D | -3.2% | -10.2% | +7.0% | -1.8% |
| 30D | -2.4% | -26.9% | +24.5% | +1.9% |
| 3M | -15.7% | -35.7% | +19.9% | -10.8% |
| 6M | -6.8% | -56.1% | +49.3% | +3.2% |
| YTD | -0.1% | -40.8% | +40.7% | +5.0% |
| 1Y | +12.1% | -43.4% | +55.5% | +18.0% |
| 3Y | +185.8% | +25.4% | +160.4% | +155.3% |
| 5Y | +140.1% | +51.1% | +89.0% | +92.8% |
| All | +486.7% | +704.7% | -217.9% | +193.7% |
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 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