+190.6%
GD vs UVXY
-100.0%
+290.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.6% |
| 7D | -3.5% | -4.7% | +1.3% | -3.9% |
| 30D | -9.0% | -17.1% | +8.0% | -10.5% |
| 3M | +5.1% | -39.9% | +45.0% | +1.0% |
| 6M | -1.0% | -66.9% | +65.8% | -8.8% |
| YTD | +7.3% | -50.1% | +57.4% | +3.3% |
| 1Y | +12.4% | -68.3% | +80.8% | +5.0% |
| 3Y | +73.7% | -95.0% | +168.7% | +53.5% |
| 5Y | +93.8% | -99.7% | +193.4% | +44.8% |
| 10Y | +190.6% | -100.0% | +290.6% | +76.0% |
| All | +190.6% | -100.0% | +290.6% | +76.0% |
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