-100.0%
UVXY vs GFI
+1,031.8%
-1,131.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +0.7% |
| 7D | +4.0% | -7.0% | +11.0% | +3.3% |
| 30D | -9.3% | +9.6% | -18.9% | -8.2% |
| 3M | -36.5% | +20.8% | -57.4% | -34.8% |
| 6M | -65.1% | -3.2% | -62.0% | -64.5% |
| YTD | -49.3% | +3.9% | -53.2% | -47.9% |
| 1Y | -66.0% | +20.7% | -86.7% | -64.4% |
| 3Y | -94.3% | +282.7% | -377.0% | -93.5% |
| 5Y | -99.7% | +481.6% | -581.3% | -99.6% |
| 10Y | -100.0% | +1,034.1% | -1,134.1% | -100.0% |
| All | -100.0% | +1,031.8% | -1,131.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling