+104.2%
GSK vs UEC
+631.2%
-527.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +0.4% |
| 7D | +0.5% | +4.9% | -4.5% | +0.2% |
| 30D | +9.4% | -17.5% | +26.9% | +10.3% |
| 3M | +1.6% | -40.1% | +41.7% | +3.9% |
| 6M | +1.3% | -56.1% | +57.4% | +4.8% |
| YTD | +6.0% | -41.8% | +47.8% | +7.2% |
| 1Y | +9.1% | -44.8% | +53.9% | +10.4% |
| 3Y | +65.4% | +20.6% | +44.8% | +54.7% |
| 5Y | +43.0% | +24.3% | +18.7% | +28.3% |
| All | +104.2% | +631.2% | -527.0% | +40.6% |
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