-3.5%
GEHC vs UVXY
-94.8%
+91.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | -1.3% |
| 7D | -7.2% | +2.8% | -10.0% | -6.8% |
| 30D | -11.6% | -11.4% | -0.2% | -12.7% |
| 3M | -0.8% | -41.5% | +40.7% | -7.1% |
| 6M | -11.9% | -61.0% | +49.1% | -20.5% |
| YTD | -21.9% | -49.8% | +27.9% | -26.1% |
| 1Y | -17.8% | -66.4% | +48.6% | -25.0% |
| 3Y | -3.5% | -94.8% | +91.2% | -18.6% |
| All | -3.5% | -94.8% | +91.3% | -18.6% |
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