+785.9%
GD vs UVXY
-100.0%
+885.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.7% |
| 7D | -5.3% | -5.0% | -0.3% | -5.7% |
| 30D | -6.4% | -20.5% | +14.1% | -8.2% |
| 3M | +5.7% | -36.6% | +42.3% | +2.1% |
| 6M | -0.9% | -56.9% | +56.0% | -6.4% |
| YTD | +8.2% | -51.2% | +59.4% | +3.9% |
| 1Y | +13.4% | -69.8% | +83.2% | +5.5% |
| 3Y | +68.5% | -95.1% | +163.6% | +49.0% |
| 5Y | +97.2% | -99.7% | +196.8% | +49.3% |
| 10Y | +190.2% | -100.0% | +290.2% | +68.5% |
| All | +785.9% | -100.0% | +885.9% | +152.8% |
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