+360.5%
GPN vs UVXY
-100.0%
+460.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -1.2% |
| 7D | -4.6% | +2.8% | -7.4% | -4.2% |
| 30D | -0.3% | -11.4% | +11.1% | -1.7% |
| 3M | +35.4% | -41.5% | +76.9% | +27.2% |
| 6M | +21.7% | -61.0% | +82.7% | +10.2% |
| YTD | +14.9% | -49.8% | +64.7% | +9.2% |
| 1Y | +3.2% | -66.4% | +69.6% | -5.4% |
| 3Y | -27.1% | -94.8% | +67.6% | -37.1% |
| 5Y | -44.4% | -99.7% | +55.3% | -61.4% |
| 10Y | +27.0% | -100.0% | +127.0% | -36.4% |
| All | +360.5% | -100.0% | +460.5% | +5.8% |
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