-69.8%
UVXY vs GGLL
+80.0%
-149.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | -0.6% |
| 7D | -5.0% | -4.8% | -0.2% | -7.3% |
| 30D | -20.5% | -13.7% | -6.8% | -26.7% |
| 3M | -36.6% | -21.9% | -14.7% | -42.9% |
| 6M | -56.9% | +11.7% | -68.6% | -42.7% |
| YTD | -51.2% | +2.3% | -53.5% | -37.9% |
| 1Y | -69.8% | +76.2% | -146.0% | -46.5% |
| All | -69.8% | +80.0% | -149.7% | -46.5% |
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