-17.5%
GFS vs UVXY
-94.7%
+77.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.1% | +14.6% | +3.6% |
| 7D | +6.2% | +2.3% | +3.9% | +9.9% |
| 30D | -11.4% | +4.0% | -15.4% | -7.0% |
| 3M | -15.5% | -21.6% | +6.1% | -15.9% |
| 6M | -42.6% | -55.1% | +12.4% | -47.9% |
| YTD | +23.2% | -53.7% | +76.9% | +17.0% |
| 1Y | +23.6% | -66.7% | +90.3% | +10.8% |
| All | -17.5% | -94.7% | +77.2% | -26.8% |
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