+242.5%
GLDM vs UVXY
-100.0%
+342.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.7% |
| 7D | +0.7% | -4.7% | +5.5% | +0.7% |
| 30D | +0.3% | -17.1% | +17.4% | +0.2% |
| 3M | +0.7% | -39.9% | +40.6% | +0.4% |
| 6M | -15.4% | -66.9% | +51.4% | -15.9% |
| YTD | +1.0% | -50.1% | +51.1% | +0.7% |
| 1Y | +19.7% | -68.3% | +88.1% | +19.2% |
| 3Y | +126.5% | -95.0% | +221.5% | +125.3% |
| 5Y | +142.5% | -99.7% | +242.2% | +138.7% |
| All | +242.5% | -100.0% | +342.5% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling