+777.0%
GD vs UVXY
-100.0%
+877.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.8% |
| 7D | -5.0% | +19.4% | -24.4% | -2.8% |
| 30D | +8.9% | +42.6% | -33.6% | +13.3% |
| 3M | -8.0% | +7.1% | -15.1% | -6.6% |
| 6M | +2.9% | -36.5% | +39.4% | +0.5% |
| YTD | +7.1% | -35.8% | +42.8% | +6.3% |
| 1Y | +5.9% | -58.4% | +64.3% | +1.7% |
| 3Y | +53.9% | -92.9% | +146.7% | +40.7% |
| 5Y | +95.4% | -99.4% | +194.8% | +56.4% |
| 10Y | +193.5% | -100.0% | +293.5% | +72.2% |
| All | +777.0% | -100.0% | +877.0% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling