+13.1%
GSK vs UEC
-46.3%
+59.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +5.0% |
| 7D | +4.9% | -13.8% | +18.7% | +4.9% |
| 30D | +9.9% | -23.1% | +33.0% | +9.9% |
| 3M | +0.2% | -31.5% | +31.7% | +0.1% |
| 6M | +2.3% | -51.5% | +53.8% | +2.4% |
| YTD | +7.1% | -38.4% | +45.5% | +5.7% |
| 1Y | +13.1% | -44.7% | +57.8% | +11.3% |
| All | +13.1% | -46.3% | +59.5% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling