+96.6%
GLD vs UVXY
-94.5%
+191.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -2.7% |
| 7D | -5.5% | -26.5% | +21.0% | -6.0% |
| 30D | -7.0% | +8.8% | -15.9% | -6.6% |
| 3M | -12.4% | -14.7% | +2.3% | -12.3% |
| 6M | -18.0% | -51.5% | +33.4% | -18.4% |
| YTD | -10.5% | -51.7% | +41.3% | -10.9% |
| 1Y | -8.1% | -65.7% | +57.6% | -8.7% |
| All | +96.6% | -94.5% | +191.1% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling