+44.6%
GFS vs UVXY
-64.9%
+109.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.1% | +1.3% |
| 7D | +3.2% | +11.0% | -7.8% | +5.8% |
| 30D | -9.6% | -8.8% | -0.8% | -11.3% |
| 3M | -38.5% | -41.9% | +3.4% | -44.7% |
| 6M | -1.3% | -61.2% | +59.9% | -16.2% |
| YTD | +31.8% | -46.2% | +78.0% | +21.4% |
| 1Y | +44.6% | -65.2% | +109.8% | +25.3% |
| All | +44.6% | -64.9% | +109.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling