-66.5%
UVXY vs GFI
+21.2%
-87.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | -0.5% |
| 7D | +4.0% | -7.0% | +11.0% | +1.4% |
| 30D | -9.3% | +9.6% | -18.9% | -5.6% |
| 3M | -36.5% | +20.8% | -57.4% | -30.1% |
| 6M | -65.1% | -3.2% | -62.0% | -62.7% |
| YTD | -49.3% | +3.9% | -53.2% | -44.9% |
| All | -66.5% | +21.2% | -87.7% | -59.5% |
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