+225.3%
GLDM vs UVXY
-100.0%
+325.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -20.2% | +22.1% | +1.7% |
| 7D | +5.0% | -5.6% | +10.6% | +5.0% |
| 30D | -1.3% | +12.8% | -14.1% | -1.1% |
| 3M | -4.7% | -14.8% | +10.1% | -4.7% |
| 6M | -12.4% | -49.0% | +36.6% | -12.6% |
| YTD | -4.1% | -48.8% | +44.7% | -4.2% |
| 1Y | +3.3% | -66.4% | +69.8% | +3.0% |
| 3Y | +110.9% | -94.4% | +205.4% | +110.1% |
| 5Y | +124.8% | -99.5% | +224.3% | +122.0% |
| All | +225.3% | -100.0% | +325.3% | +206.3% |
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 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