-70.5%
UVXY vs GGLL
-11.6%
-58.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.5% | -20.6% | -10.9% |
| 7D | -6.3% | -23.1% | +16.8% | -15.9% |
| 30D | -2.7% | -32.9% | +30.2% | -18.3% |
| 3M | -29.9% | -44.9% | +14.9% | -47.1% |
| 6M | -56.5% | -49.5% | -7.0% | -67.7% |
| YTD | -54.8% | -28.9% | -25.9% | -49.1% |
| 1Y | -70.5% | -12.2% | -58.3% | -59.4% |
| All | -70.5% | -11.6% | -58.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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