-100.0%
UVXY vs GDDY
+207.2%
-307.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.8% | -8.5% | -4.5% |
| 7D | +2.8% | -3.2% | +6.0% | -1.4% |
| 30D | -11.4% | +6.8% | -18.2% | -3.9% |
| 3M | -41.5% | +30.5% | -72.0% | -18.4% |
| 6M | -61.0% | +13.3% | -74.4% | -56.3% |
| YTD | -49.8% | -21.0% | -28.9% | -68.9% |
| 1Y | -66.4% | -34.0% | -32.4% | -84.0% |
| 3Y | -94.8% | +33.1% | -127.8% | -89.7% |
| 5Y | -99.7% | +30.3% | -130.0% | -99.2% |
| All | -100.0% | +207.2% | -307.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling