+224.1%
GDX vs UVXY
-99.7%
+323.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +0.6% |
| 7D | -2.2% | +2.8% | -5.0% | -1.9% |
| 30D | +6.8% | -11.4% | +18.1% | +6.0% |
| 3M | +24.9% | -41.5% | +66.4% | +20.9% |
| 6M | -4.2% | -61.0% | +56.8% | -8.9% |
| YTD | +13.2% | -49.8% | +63.1% | +10.1% |
| 1Y | +40.2% | -66.4% | +106.6% | +34.0% |
| 3Y | +249.6% | -94.8% | +344.4% | +224.6% |
| All | +224.1% | -99.7% | +323.8% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling