+154.8%
GS vs UEC
+23.6%
+131.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.6% |
| 7D | +5.1% | +4.9% | +0.2% | +4.3% |
| 30D | +2.4% | -17.5% | +19.9% | +4.9% |
| 3M | -11.5% | -40.1% | +28.7% | -5.7% |
| 6M | -2.5% | -56.1% | +53.6% | +7.2% |
| YTD | +5.5% | -41.8% | +47.2% | +10.9% |
| 1Y | +11.0% | -44.8% | +55.8% | +17.2% |
| 3Y | +200.1% | +20.6% | +179.5% | +174.5% |
| All | +154.8% | +23.6% | +131.1% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling