+388.8%
GH vs UVXY
-100.0%
+488.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.7% | -2.4% |
| 7D | -2.5% | +2.8% | -5.3% | -1.9% |
| 30D | -4.7% | -11.4% | +6.7% | -6.9% |
| 3M | +20.2% | -41.5% | +61.7% | +8.8% |
| 6M | +78.8% | -61.0% | +139.8% | +52.6% |
| YTD | +54.1% | -49.8% | +103.9% | +41.9% |
| 1Y | +177.1% | -66.4% | +243.5% | +139.0% |
| 3Y | +371.6% | -94.8% | +466.4% | +269.4% |
| 5Y | +21.9% | -99.7% | +121.6% | -33.0% |
| All | +388.8% | -100.0% | +488.7% | +147.3% |
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 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