-7.8%
GFS vs UVXY
-99.6%
+91.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | +0.4% |
| 7D | +17.2% | -26.5% | +43.7% | +10.6% |
| 30D | -8.7% | +8.8% | -17.6% | -3.1% |
| 3M | -19.7% | -14.7% | -5.0% | -18.7% |
| 6M | -40.7% | -51.5% | +10.8% | -45.5% |
| YTD | +22.5% | -51.7% | +74.2% | +17.2% |
| 1Y | +25.2% | -65.7% | +90.9% | +12.4% |
| 3Y | -17.7% | -94.4% | +76.7% | -32.7% |
| 5Y | -23.5% | -99.5% | +76.0% | -54.8% |
| All | -7.8% | -99.6% | +91.8% | -46.0% |
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 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