+132.8%
GSK vs UEC
+73.5%
+59.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -1.8% | -6.9% | +5.1% | -1.5% |
| 30D | -2.2% | +7.6% | -9.8% | -2.6% |
| 3M | -1.8% | -18.4% | +16.6% | -1.3% |
| 6M | -10.6% | -23.3% | +12.7% | -10.2% |
| YTD | +4.4% | -1.2% | +5.6% | +3.3% |
| 1Y | +30.4% | +2.3% | +28.1% | +28.1% |
| 3Y | +60.1% | +162.3% | -102.2% | +46.4% |
| 5Y | +46.8% | +287.2% | -240.5% | +27.1% |
| 10Y | +79.2% | +1,009.6% | -930.4% | +37.0% |
| All | +132.8% | +73.5% | +59.2% | +56.0% |
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 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