-100.0%
UVXY vs GFI
+379.1%
-479.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -6.9% |
| 7D | +2.8% | -4.9% | +7.6% | +2.3% |
| 30D | -11.4% | +10.7% | -22.1% | -10.2% |
| 3M | -41.5% | +25.6% | -67.1% | -39.6% |
| 6M | -61.0% | -8.3% | -52.8% | -60.5% |
| YTD | -49.8% | +6.3% | -56.2% | -48.3% |
| 1Y | -66.4% | +22.1% | -88.5% | -64.7% |
| 3Y | -94.8% | +289.2% | -384.0% | -93.8% |
| 5Y | -99.7% | +531.7% | -631.4% | -99.6% |
| 10Y | -100.0% | +1,043.8% | -1,143.8% | -100.0% |
| All | -100.0% | +379.1% | -479.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling