+202.0%
GS vs UVXY
-94.0%
+296.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -20.2% | +24.9% | +1.2% |
| 7D | +0.8% | -5.6% | +6.4% | +2.1% |
| 30D | +1.2% | +12.8% | -11.6% | +6.3% |
| 3M | -12.4% | -14.8% | +2.4% | -12.0% |
| 6M | -2.3% | -49.0% | +46.7% | -8.5% |
| YTD | +4.6% | -48.8% | +53.4% | +1.7% |
| 1Y | +17.5% | -66.4% | +83.9% | +7.6% |
| 3Y | +202.0% | -94.4% | +296.5% | +178.4% |
| All | +202.0% | -94.0% | +296.0% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling