+1,351.0%
GS vs UVXY
-100.0%
+1,451.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | +0.9% | -5.0% | +5.9% | +0.3% |
| 30D | -1.6% | -20.5% | +19.0% | -4.7% |
| 3M | -4.5% | -36.6% | +32.1% | -9.4% |
| 6M | +20.9% | -56.9% | +77.8% | +10.8% |
| YTD | +19.9% | -51.2% | +71.1% | +13.3% |
| 1Y | +41.4% | -69.8% | +111.2% | +26.9% |
| 3Y | +239.2% | -95.1% | +334.2% | +189.0% |
| 5Y | +185.0% | -99.7% | +284.7% | +94.3% |
| 10Y | +655.0% | -100.0% | +755.0% | +250.9% |
| All | +1,351.0% | -100.0% | +1,451.0% | +104.7% |
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