+561.8%
GWW vs UEC
+885.8%
-324.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +1.1% |
| 7D | -3.4% | -9.4% | +6.1% | -2.6% |
| 30D | -1.9% | -8.0% | +6.1% | -1.5% |
| 3M | -2.4% | -1.7% | -0.7% | -2.7% |
| 6M | +15.7% | -26.1% | +41.9% | +17.1% |
| YTD | +27.6% | -10.5% | +38.1% | +26.3% |
| 1Y | +27.2% | -13.3% | +40.5% | +25.1% |
| 3Y | +89.7% | +116.4% | -26.7% | +65.9% |
| 5Y | +223.9% | +225.5% | -1.6% | +158.3% |
| All | +561.8% | +885.8% | -324.1% | +292.9% |
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