+165.2%
GD vs UVXY
-100.0%
+265.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.4% |
| 7D | +2.7% | -22.1% | +24.7% | +0.8% |
| 30D | +8.6% | +8.2% | +0.4% | +10.7% |
| 3M | -7.1% | -12.3% | +5.3% | -6.9% |
| 6M | +7.5% | -51.0% | +58.5% | +2.9% |
| YTD | +9.9% | -49.9% | +59.8% | +7.1% |
| 1Y | +7.6% | -67.7% | +75.3% | +1.1% |
| 3Y | +56.2% | -94.1% | +150.3% | +40.4% |
| 5Y | +100.6% | -99.5% | +200.2% | +55.8% |
| All | +165.2% | -100.0% | +265.2% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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