+114.6%
GDX vs UVXY
-100.0%
+214.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.1% | -0.7% |
| 7D | +4.0% | -4.7% | +8.7% | +3.7% |
| 30D | +9.5% | -17.1% | +26.5% | +8.6% |
| 3M | +25.1% | -39.9% | +65.0% | +22.7% |
| 6M | -2.9% | -66.9% | +63.9% | -6.6% |
| YTD | +14.7% | -50.1% | +64.8% | +12.8% |
| 1Y | +47.4% | -68.3% | +115.7% | +42.9% |
| 3Y | +259.7% | -95.0% | +354.7% | +241.3% |
| 5Y | +227.7% | -99.7% | +327.3% | +190.4% |
| 10Y | +289.0% | -100.0% | +389.0% | +201.2% |
| All | +114.6% | -100.0% | +214.6% | -16.1% |
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