+103.4%
GLD vs UVXY
-99.6%
+203.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -2.8% |
| 7D | -5.5% | -26.5% | +21.0% | -5.8% |
| 30D | -7.0% | +8.8% | -15.9% | -6.8% |
| 3M | -12.4% | -14.7% | +2.3% | -12.3% |
| 6M | -18.0% | -51.5% | +33.4% | -18.3% |
| YTD | -10.5% | -51.7% | +41.3% | -10.7% |
| 1Y | -8.1% | -65.7% | +57.6% | -8.4% |
| 3Y | +97.7% | -94.4% | +192.1% | +97.6% |
| 5Y | +103.4% | -99.5% | +203.0% | +101.3% |
| All | +103.4% | -99.6% | +203.0% | +101.3% |
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 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