+110.9%
GLDM vs UVXY
-94.0%
+204.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -20.2% | +22.1% | +1.5% |
| 7D | +5.0% | -5.6% | +10.6% | +5.0% |
| 30D | -1.3% | +12.8% | -14.1% | -0.8% |
| 3M | -4.7% | -14.8% | +10.1% | -4.6% |
| 6M | -12.4% | -49.0% | +36.6% | -12.7% |
| YTD | -4.1% | -48.8% | +44.7% | -4.4% |
| 1Y | +3.3% | -66.4% | +69.8% | +2.8% |
| 3Y | +110.9% | -94.4% | +205.4% | +115.0% |
| All | +110.9% | -94.0% | +204.9% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling