+439.6%
GM vs UVXY
-100.0%
+539.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -1.5% |
| 7D | -2.4% | +2.8% | -5.2% | -2.0% |
| 30D | -1.1% | -11.4% | +10.3% | -2.6% |
| 3M | +6.1% | -41.5% | +47.6% | -0.7% |
| 6M | +15.0% | -61.0% | +76.0% | +3.5% |
| YTD | +6.0% | -49.8% | +55.8% | +0.4% |
| 1Y | +47.1% | -66.4% | +113.5% | +33.8% |
| 3Y | +170.5% | -94.8% | +265.3% | +129.1% |
| 5Y | +80.5% | -99.7% | +180.2% | +21.6% |
| 10Y | +238.7% | -100.0% | +338.7% | +59.8% |
| All | +439.6% | -100.0% | +539.6% | -19.8% |
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