+158.0%
GLD vs UVXY
-100.0%
+258.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -0.5% | -5.0% | +4.5% | -0.5% |
| 30D | +4.4% | -20.5% | +24.9% | +4.3% |
| 3M | -1.1% | -36.6% | +35.5% | -1.2% |
| 6M | -13.8% | -56.9% | +43.1% | -13.9% |
| YTD | +2.6% | -51.2% | +53.9% | +2.5% |
| 1Y | +24.5% | -69.8% | +94.3% | +24.3% |
| 3Y | +125.8% | -95.1% | +220.9% | +125.4% |
| 5Y | +137.8% | -99.7% | +237.5% | +136.7% |
| 10Y | +221.4% | -100.0% | +321.4% | +218.4% |
| All | +158.0% | -100.0% | +258.0% | +104.8% |
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 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