-12.1%
GTLB vs UEC
+146.8%
-158.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.5% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | +13.7% | +1.9% | +11.8% | +13.3% |
| 3M | +52.9% | +8.9% | +44.0% | +50.9% |
| 6M | +88.5% | -14.5% | +102.9% | +88.1% |
| YTD | +23.4% | -0.7% | +24.1% | +20.3% |
| 1Y | -3.8% | -4.1% | +0.2% | -7.9% |
| All | -12.1% | +146.8% | -158.9% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling