+185.7%
GS vs UEC
+274.7%
-88.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | -6.9% | +7.9% | +1.9% |
| 30D | -1.6% | +7.6% | -9.2% | -2.7% |
| 3M | -4.5% | -18.4% | +13.9% | -2.8% |
| 6M | +20.9% | -23.3% | +44.1% | +23.0% |
| YTD | +19.9% | -1.2% | +21.1% | +18.0% |
| 1Y | +41.4% | +2.3% | +39.1% | +37.1% |
| 3Y | +239.2% | +162.3% | +76.9% | +184.1% |
| All | +185.7% | +274.7% | -88.9% | +120.0% |
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 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