-23.4%
GFS vs UVXY
-99.6%
+76.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.1% | +14.6% | +3.5% |
| 7D | +6.2% | +2.3% | +3.9% | +10.1% |
| 30D | -11.4% | +4.0% | -15.4% | -6.8% |
| 3M | -15.5% | -21.6% | +6.1% | -15.9% |
| 6M | -42.6% | -55.1% | +12.4% | -48.2% |
| YTD | +23.2% | -53.7% | +76.9% | +16.7% |
| 1Y | +23.6% | -66.7% | +90.3% | +10.2% |
| 3Y | -17.2% | -94.6% | +77.4% | -32.9% |
| 5Y | -23.4% | -99.6% | +76.1% | -57.0% |
| All | -23.4% | -99.6% | +76.1% | -57.0% |
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 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