-70.5%
UVXY vs GFI
+6.9%
-77.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.3% | -20.5% | -10.9% |
| 7D | -6.3% | +1.4% | -7.7% | -4.6% |
| 30D | -2.7% | +3.0% | -5.7% | +0.1% |
| 3M | -29.9% | +10.2% | -40.1% | -23.8% |
| 6M | -56.5% | -10.1% | -46.4% | -55.2% |
| YTD | -54.8% | -11.4% | -43.4% | -49.1% |
| 1Y | -70.5% | +8.4% | -78.9% | -56.1% |
| All | -70.5% | +6.9% | -77.5% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling