+206.1%
GLD vs UVXY
-100.0%
+306.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.2% |
| 7D | -4.6% | -22.1% | +17.5% | -4.7% |
| 30D | -5.5% | +8.2% | -13.6% | -5.3% |
| 3M | -10.9% | -12.3% | +1.4% | -10.9% |
| 6M | -17.4% | -51.0% | +33.6% | -17.6% |
| YTD | -10.3% | -49.9% | +39.6% | -10.4% |
| 1Y | -7.2% | -67.7% | +60.6% | -7.4% |
| 3Y | +96.9% | -94.1% | +191.0% | +96.5% |
| 5Y | +103.8% | -99.5% | +203.3% | +102.4% |
| All | +206.1% | -100.0% | +306.1% | +200.8% |
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