-69.8%
UVXY vs GAP
+1.5%
-71.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +1.0% |
| 7D | -5.0% | -4.5% | -0.5% | -7.6% |
| 30D | -20.5% | +9.0% | -29.6% | -16.0% |
| 3M | -36.6% | +5.0% | -41.6% | -34.4% |
| 6M | -56.9% | -17.8% | -39.1% | -62.0% |
| YTD | -51.2% | -10.4% | -40.8% | -52.4% |
| 1Y | -69.8% | -3.4% | -66.4% | -60.6% |
| All | -69.8% | +1.5% | -71.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling