-25.7%
GIS vs UVXY
-99.7%
+74.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.4% |
| 7D | -6.4% | +2.8% | -9.2% | -6.4% |
| 30D | -6.1% | -11.4% | +5.3% | -6.2% |
| 3M | +7.8% | -41.5% | +49.3% | +7.5% |
| 6M | -8.8% | -61.0% | +52.3% | -9.3% |
| YTD | -19.1% | -49.8% | +30.7% | -19.3% |
| 1Y | -24.8% | -66.4% | +41.7% | -25.2% |
| 3Y | -37.6% | -94.8% | +57.2% | -39.1% |
| All | -25.7% | -99.7% | +74.0% | -31.9% |
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