+25.7%
GPN vs UVXY
-100.0%
+125.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -1.0% |
| 7D | -4.3% | +2.8% | -7.1% | -3.9% |
| 30D | 0.0% | -11.4% | +11.4% | -1.6% |
| 3M | +35.8% | -41.5% | +77.3% | +26.4% |
| 6M | +22.0% | -61.0% | +83.0% | +8.9% |
| YTD | +15.2% | -49.8% | +65.1% | +8.6% |
| 1Y | +3.5% | -66.4% | +69.9% | -6.5% |
| 3Y | -26.9% | -94.8% | +67.8% | -38.7% |
| 5Y | -44.2% | -99.7% | +55.5% | -64.1% |
| All | +25.7% | -100.0% | +125.7% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling