+459.7%
GLW vs UVXY
-94.4%
+554.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.2% | -8.3% | -2.3% |
| 7D | +11.7% | +11.0% | +0.7% | +13.6% |
| 30D | +2.7% | -8.8% | +11.4% | +1.3% |
| 3M | -2.8% | -41.9% | +39.1% | -9.4% |
| 6M | +20.2% | -61.2% | +81.3% | +7.8% |
| YTD | +87.3% | -46.2% | +133.5% | +79.0% |
| 1Y | +119.6% | -65.2% | +184.8% | +101.9% |
| All | +459.7% | -94.4% | +554.2% | +390.6% |
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