+137.1%
GLD vs UVXY
-99.6%
+236.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -1.7% |
| 7D | -3.4% | +11.0% | -14.4% | -3.3% |
| 30D | -1.1% | -8.8% | +7.6% | -1.2% |
| 3M | +5.8% | -41.9% | +47.7% | +5.5% |
| 6M | -17.1% | -61.2% | +44.1% | -17.4% |
| YTD | 0.0% | -46.2% | +46.2% | -0.4% |
| 1Y | +18.2% | -65.2% | +83.4% | +17.7% |
| 3Y | +122.6% | -94.6% | +217.1% | +122.7% |
| 5Y | +137.1% | -99.7% | +236.8% | +136.0% |
| All | +137.1% | -99.6% | +236.7% | +136.0% |
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