+796.8%
GD vs UVXY
-100.0%
+896.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -20.2% | +22.5% | +0.5% |
| 7D | -3.0% | -5.6% | +2.5% | -2.6% |
| 30D | +9.3% | +12.8% | -3.5% | +11.7% |
| 3M | -7.2% | -14.8% | +7.6% | -7.3% |
| 6M | +5.5% | -49.0% | +54.5% | +1.3% |
| YTD | +9.5% | -48.8% | +58.3% | +6.9% |
| 1Y | +6.4% | -66.4% | +72.9% | +0.5% |
| 3Y | +59.8% | -94.4% | +154.3% | +43.4% |
| 5Y | +98.0% | -99.5% | +197.5% | +55.4% |
| 10Y | +177.4% | -100.0% | +277.4% | +65.0% |
| All | +796.8% | -100.0% | +896.8% | +160.1% |
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