-100.0%
UVXY vs GAP
+115.7%
-215.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | -1.3% |
| 7D | +2.3% | -3.2% | +5.5% | -0.3% |
| 30D | -15.0% | -0.7% | -14.3% | -15.6% |
| 3M | -39.8% | -0.5% | -39.3% | -39.5% |
| 6M | -60.0% | -5.0% | -55.1% | -60.5% |
| YTD | -48.8% | -14.7% | -34.2% | -51.6% |
| 1Y | -67.3% | -8.6% | -58.7% | -65.7% |
| 3Y | -94.8% | +108.4% | -203.2% | -83.0% |
| 5Y | -99.7% | +5.8% | -105.5% | -99.1% |
| 10Y | -100.0% | +29.6% | -129.6% | -100.0% |
| All | -100.0% | +115.7% | -215.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling