-60.0%
UVXY vs GAP
-5.1%
-54.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +1.4% |
| 7D | +2.3% | -3.2% | +5.5% | +1.5% |
| 30D | -15.0% | -0.7% | -14.3% | -15.3% |
| 3M | -39.8% | -0.5% | -39.3% | -39.8% |
| 6M | -60.0% | -5.0% | -55.1% | -53.9% |
| All | -60.0% | -5.1% | -54.9% | -53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling