+1,171.6%
GS vs UVXY
-100.0%
+1,271.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.3% |
| 7D | +1.6% | -3.3% | +4.9% | +3.1% |
| 30D | +1.7% | +12.0% | -10.3% | +6.0% |
| 3M | -11.6% | -15.5% | +3.9% | -11.2% |
| 6M | -1.9% | -49.4% | +47.5% | -7.3% |
| YTD | +5.1% | -49.1% | +54.2% | +2.6% |
| 1Y | +16.4% | -63.7% | +80.1% | +9.1% |
| 3Y | +199.0% | -94.1% | +293.0% | +163.8% |
| 5Y | +157.4% | -99.6% | +257.0% | +85.7% |
| 10Y | +457.2% | -100.0% | +557.2% | +169.1% |
| All | +1,171.6% | -100.0% | +1,271.6% | +85.5% |
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 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