-2.7%
GFS vs UVXY
-99.6%
+96.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | +0.2% |
| 7D | +2.6% | -4.7% | +7.4% | +1.6% |
| 30D | -16.4% | -17.1% | +0.7% | -19.5% |
| 3M | -41.6% | -39.9% | -1.7% | -46.7% |
| 6M | -3.7% | -66.9% | +63.2% | -20.0% |
| YTD | +29.3% | -50.1% | +79.4% | +19.1% |
| 1Y | +37.1% | -68.3% | +105.4% | +18.0% |
| 3Y | -22.1% | -95.0% | +72.8% | -38.9% |
| All | -2.7% | -99.6% | +96.9% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling