+296.0%
GDX vs UVXY
-100.0%
+396.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +0.8% |
| 7D | -2.2% | +2.8% | -5.0% | -2.0% |
| 30D | +6.8% | -11.4% | +18.1% | +6.2% |
| 3M | +24.9% | -41.5% | +66.4% | +22.3% |
| 6M | -4.2% | -61.0% | +56.8% | -7.3% |
| YTD | +13.2% | -49.8% | +63.1% | +11.2% |
| 1Y | +40.2% | -66.4% | +106.6% | +36.1% |
| 3Y | +249.6% | -94.8% | +344.4% | +232.6% |
| 5Y | +230.4% | -99.7% | +330.1% | +193.4% |
| All | +296.0% | -100.0% | +396.0% | +211.2% |
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