+12.4%
GD vs UVXY
-68.8%
+81.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.7% |
| 7D | -3.5% | -4.7% | +1.3% | -3.7% |
| 30D | -9.0% | -17.1% | +8.0% | -9.9% |
| 3M | +5.1% | -39.9% | +45.0% | +2.4% |
| 6M | -1.0% | -66.9% | +65.8% | -6.4% |
| YTD | +7.3% | -50.1% | +57.4% | +5.5% |
| 1Y | +12.4% | -68.3% | +80.8% | +8.3% |
| All | +12.4% | -68.8% | +81.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling