+24.4%
GH vs UVXY
-99.7%
+124.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.7% | -2.5% |
| 7D | -2.5% | +2.8% | -5.3% | -1.8% |
| 30D | -4.7% | -11.4% | +6.7% | -6.9% |
| 3M | +20.2% | -41.5% | +61.7% | +8.4% |
| 6M | +78.8% | -61.0% | +139.8% | +51.7% |
| YTD | +54.1% | -49.8% | +103.9% | +41.5% |
| 1Y | +177.1% | -66.4% | +243.5% | +137.7% |
| 3Y | +371.6% | -94.8% | +466.4% | +259.0% |
| All | +24.4% | -99.7% | +124.1% | -40.1% |
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