-94.8%
UVXY vs GFI
+287.6%
-382.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -7.0% |
| 7D | +2.8% | -4.9% | +7.6% | +1.8% |
| 30D | -11.4% | +10.7% | -22.1% | -9.2% |
| 3M | -41.5% | +25.6% | -67.1% | -38.0% |
| 6M | -61.0% | -8.3% | -52.8% | -59.7% |
| YTD | -49.8% | +6.3% | -56.2% | -47.3% |
| 1Y | -66.4% | +22.1% | -88.5% | -64.0% |
| 3Y | -94.8% | +289.2% | -384.0% | -93.7% |
| All | -94.8% | +287.6% | -382.4% | -93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling