+1,924.6%
GLW vs UVXY
-100.0%
+2,024.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.3% | +7.9% |
| 7D | +14.0% | -4.7% | +18.7% | +13.3% |
| 30D | +0.4% | -17.1% | +17.4% | -2.0% |
| 3M | -11.3% | -39.9% | +28.6% | -15.9% |
| 6M | +35.1% | -66.9% | +101.9% | +21.1% |
| YTD | +90.5% | -50.1% | +140.6% | +82.8% |
| 1Y | +132.0% | -68.3% | +200.3% | +113.8% |
| 3Y | +463.3% | -95.0% | +558.3% | +390.1% |
| 5Y | +382.5% | -99.7% | +482.2% | +242.6% |
| 10Y | +837.6% | -100.0% | +937.6% | +394.6% |
| All | +1,924.6% | -100.0% | +2,024.6% | +308.3% |
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