+76.7%
GSK vs UEC
+885.8%
-809.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.3% |
| 7D | -3.5% | -9.4% | +5.9% | -3.1% |
| 30D | -3.4% | -8.0% | +4.6% | -3.2% |
| 3M | -8.1% | -1.7% | -6.4% | -8.3% |
| 6M | -11.1% | -26.1% | +15.0% | -10.5% |
| YTD | +0.7% | -10.5% | +11.3% | 0.0% |
| 1Y | +20.1% | -13.3% | +33.4% | +18.7% |
| 3Y | +46.1% | +116.4% | -70.2% | +32.5% |
| 5Y | +48.2% | +225.5% | -177.3% | +24.5% |
| All | +76.7% | +885.8% | -809.1% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling