+159.7%
GILD vs UVXY
-100.0%
+259.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -1.2% |
| 7D | -4.8% | +2.8% | -7.6% | -4.6% |
| 30D | +5.8% | -11.4% | +17.1% | +5.0% |
| 3M | +14.9% | -41.5% | +56.4% | +11.3% |
| 6M | -0.4% | -61.0% | +60.7% | -5.3% |
| YTD | +18.5% | -49.8% | +68.4% | +15.3% |
| 1Y | +25.1% | -66.4% | +91.6% | +19.4% |
| 3Y | +105.9% | -94.8% | +200.7% | +87.6% |
| 5Y | +143.0% | -99.7% | +242.7% | +93.4% |
| All | +159.7% | -100.0% | +259.7% | +64.6% |
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