+174.0%
GD vs UVXY
-100.0%
+274.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.4% |
| 7D | -1.9% | -3.3% | +1.4% | -1.2% |
| 30D | +10.9% | +12.0% | -1.1% | +13.3% |
| 3M | -6.8% | -15.5% | +8.7% | -6.9% |
| 6M | +7.0% | -49.4% | +56.4% | +2.7% |
| YTD | +11.1% | -49.1% | +60.2% | +8.4% |
| 1Y | +7.0% | -63.7% | +70.7% | +1.7% |
| 3Y | +59.9% | -94.1% | +154.0% | +43.6% |
| 5Y | +102.5% | -99.6% | +202.0% | +55.9% |
| 10Y | +174.0% | -100.0% | +274.0% | +75.4% |
| All | +174.0% | -100.0% | +274.0% | +75.4% |
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