+393.9%
GH vs UVXY
-100.0%
+493.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.2% | -7.5% | -1.2% |
| 7D | -1.2% | +11.0% | -12.3% | +0.9% |
| 30D | -3.7% | -8.8% | +5.1% | -5.3% |
| 3M | +21.7% | -41.9% | +63.6% | +10.0% |
| 6M | +75.7% | -61.2% | +136.9% | +49.9% |
| YTD | +55.7% | -46.2% | +101.9% | +45.4% |
| 1Y | +181.1% | -65.2% | +246.3% | +144.2% |
| 3Y | +371.6% | -94.6% | +466.2% | +271.8% |
| 5Y | +23.2% | -99.7% | +122.9% | -31.3% |
| All | +393.9% | -100.0% | +493.9% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling