-99.7%
UVXY vs GDDY
+29.8%
-129.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.8% | -8.5% | -5.2% |
| 7D | +2.8% | -3.2% | +6.0% | 0.0% |
| 30D | -11.4% | +6.8% | -18.2% | -5.8% |
| 3M | -41.5% | +30.5% | -72.0% | -23.3% |
| 6M | -61.0% | +13.3% | -74.4% | -56.3% |
| YTD | -49.8% | -21.0% | -28.9% | -65.7% |
| 1Y | -66.4% | -34.0% | -32.4% | -81.7% |
| 3Y | -94.8% | +33.1% | -127.8% | -90.5% |
| All | -99.7% | +29.8% | -129.4% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling