+476.5%
GS vs UEC
-2.6%
+479.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.9% | +3.5% | -5.1% |
| 7D | -6.3% | -20.5% | +14.2% | -3.7% |
| 30D | -3.1% | -35.9% | +32.8% | +2.1% |
| 3M | -17.7% | -39.6% | +21.9% | -12.8% |
| 6M | -4.6% | -55.3% | +50.8% | +4.0% |
| YTD | +0.3% | -44.5% | +44.8% | +5.6% |
| 1Y | +11.7% | -50.4% | +62.1% | +18.7% |
| 3Y | +183.6% | +12.1% | +171.5% | +161.5% |
| 5Y | +141.0% | +41.5% | +99.5% | +102.5% |
| 10Y | +507.4% | +644.8% | -137.4% | +263.3% |
| All | +476.5% | -2.6% | +479.0% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling