-52.0%
GTLB vs UEC
+221.4%
-273.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +11.1% | -6.9% | +18.0% | +12.8% |
| 30D | +37.8% | +7.6% | +30.2% | +35.0% |
| 3M | +61.6% | -18.4% | +80.0% | +66.3% |
| 6M | +98.9% | -23.3% | +122.2% | +102.5% |
| YTD | +32.8% | -1.2% | +34.0% | +24.9% |
| 1Y | +14.7% | +2.3% | +12.4% | +2.7% |
| 3Y | +1.3% | +162.3% | -160.9% | -40.2% |
| All | -52.0% | +221.4% | -273.5% | -73.4% |
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 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