+185.8%
GS vs UEC
+19.3%
+166.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -1.4% |
| 7D | -3.2% | -10.2% | +7.0% | -1.7% |
| 30D | -2.4% | -26.9% | +24.5% | +2.2% |
| 3M | -15.7% | -35.7% | +19.9% | -10.4% |
| 6M | -6.8% | -56.1% | +49.3% | +3.5% |
| YTD | -0.1% | -40.8% | +40.7% | +5.7% |
| 1Y | +12.1% | -43.4% | +55.5% | +18.8% |
| 3Y | +185.8% | +25.4% | +160.4% | +159.0% |
| All | +185.8% | +19.3% | +166.5% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling