+125.5%
GLD vs UVXY
-100.0%
+225.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -10.9% | -12.3% | +1.4% | -10.9% |
| 6M | -17.4% | -51.0% | +33.6% | -17.5% |
| YTD | -10.3% | -49.9% | +39.6% | -10.4% |
| 1Y | -7.2% | -67.7% | +60.6% | -7.3% |
| 3Y | +96.9% | -94.1% | +191.0% | +96.7% |
| 5Y | +103.8% | -99.5% | +203.3% | +103.0% |
| 10Y | +203.5% | -100.0% | +303.5% | +200.9% |
| All | +125.5% | -100.0% | +225.5% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling