+650.5%
GS vs UVXY
-100.0%
+750.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.4% |
| 7D | +2.4% | +2.3% | +0.1% | +2.8% |
| 30D | -0.1% | -15.0% | +15.0% | -2.4% |
| 3M | +0.2% | -39.8% | +40.0% | -6.3% |
| 6M | +24.8% | -60.0% | +84.8% | +11.7% |
| YTD | +18.8% | -48.8% | +67.6% | +12.6% |
| 1Y | +37.3% | -67.3% | +104.6% | +23.8% |
| 3Y | +237.9% | -94.8% | +332.7% | +185.9% |
| 5Y | +187.0% | -99.7% | +286.7% | +89.2% |
| 10Y | +650.5% | -100.0% | +750.5% | +241.5% |
| All | +650.5% | -100.0% | +750.5% | +241.5% |
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