+116.5%
GTLB vs UEC
-57.2%
+173.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.1% |
| 7D | -0.7% | -3.8% | +3.0% | -0.5% |
| 30D | -10.2% | -13.5% | +3.3% | -8.8% |
| 3M | +10.1% | -40.5% | +50.6% | +14.3% |
| 6M | +116.5% | -56.7% | +173.1% | +126.7% |
| All | +116.5% | -57.2% | +173.7% | +126.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling