+245.7%
GDX vs UVXY
-94.4%
+340.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.2% | -8.6% | -3.1% |
| 7D | -5.4% | +11.0% | -16.4% | -4.6% |
| 30D | +6.6% | -8.8% | +15.3% | +6.0% |
| 3M | +30.1% | -41.9% | +72.0% | +26.1% |
| 6M | -7.1% | -61.2% | +54.1% | -11.3% |
| YTD | +12.0% | -46.2% | +58.2% | +9.3% |
| 1Y | +41.2% | -65.2% | +106.4% | +35.7% |
| All | +245.7% | -94.4% | +340.2% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling