+1.3%
GFS vs UVXY
-99.6%
+100.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +8.9% | +0.7% |
| 7D | +3.8% | +2.8% | +1.1% | +4.6% |
| 30D | -11.7% | -11.4% | -0.4% | -13.7% |
| 3M | -41.8% | -41.5% | -0.3% | -47.2% |
| 6M | +6.6% | -61.0% | +67.7% | -8.6% |
| YTD | +34.6% | -49.8% | +84.5% | +24.3% |
| 1Y | +46.2% | -66.4% | +112.6% | +27.5% |
| 3Y | -20.3% | -94.8% | +74.4% | -36.8% |
| All | +1.3% | -99.6% | +100.9% | -42.7% |
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