-99.3%
UVXY vs GGLL
+217.5%
-316.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +7.0% |
| 7D | -26.5% | +11.5% | -38.0% | -19.7% |
| 30D | +8.8% | -31.2% | +40.1% | -13.8% |
| 3M | -14.7% | -28.7% | +14.0% | -29.8% |
| 6M | -51.5% | -47.2% | -4.3% | -67.1% |
| YTD | -51.7% | -24.3% | -27.5% | -50.8% |
| 1Y | -65.7% | -12.0% | -53.7% | -59.1% |
| 3Y | -94.4% | +169.6% | -264.0% | -71.3% |
| All | -99.3% | +217.5% | -316.8% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling