-54.5%
GTLB vs UEC
+207.0%
-261.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.0% | +7.1% | +3.2% |
| 7D | -4.1% | -4.3% | +0.2% | -3.3% |
| 30D | +12.3% | -3.8% | +16.2% | +12.6% |
| 3M | +65.9% | +17.0% | +48.9% | +58.0% |
| 6M | +104.0% | -23.9% | +127.9% | +108.3% |
| YTD | +26.0% | -5.7% | +31.7% | +19.6% |
| 1Y | -3.5% | -12.5% | +9.1% | -9.9% |
| 3Y | -9.6% | +136.5% | -146.1% | -45.0% |
| All | -54.5% | +207.0% | -261.4% | -74.5% |
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