-43.7%
GPN vs UVXY
-99.7%
+56.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -1.1% |
| 7D | -4.3% | +2.8% | -7.1% | -3.9% |
| 30D | 0.0% | -11.4% | +11.4% | -1.7% |
| 3M | +35.8% | -41.5% | +77.3% | +26.2% |
| 6M | +22.0% | -61.0% | +83.0% | +8.6% |
| YTD | +15.2% | -49.8% | +65.1% | +8.4% |
| 1Y | +3.5% | -66.4% | +69.9% | -6.7% |
| 3Y | -26.9% | -94.8% | +67.8% | -39.8% |
| All | -43.7% | -99.7% | +56.0% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling