-94.8%
UVXY vs GAP
+109.5%
-204.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.6% | -4.9% |
| 7D | +2.8% | -4.1% | +6.9% | +0.3% |
| 30D | -11.4% | +6.2% | -17.6% | -7.3% |
| 3M | -41.5% | -0.7% | -40.8% | -41.4% |
| 6M | -61.0% | -7.1% | -53.9% | -61.6% |
| YTD | -49.8% | -14.1% | -35.8% | -51.4% |
| 1Y | -66.4% | -8.5% | -57.9% | -64.5% |
| 3Y | -94.8% | +115.4% | -210.1% | -89.8% |
| All | -94.8% | +109.5% | -204.2% | -89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling