-99.2%
UVXY vs GGLL
+313.5%
-412.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +6.0% |
| 7D | +11.0% | -5.8% | +16.8% | +6.2% |
| 30D | -8.8% | -7.2% | -1.6% | -13.6% |
| 3M | -41.9% | -17.5% | -24.4% | -47.7% |
| 6M | -61.2% | +5.1% | -66.2% | -53.4% |
| YTD | -46.2% | -1.3% | -44.9% | -36.8% |
| 1Y | -65.2% | +60.2% | -125.4% | -34.4% |
| 3Y | -94.6% | +230.8% | -325.4% | -67.7% |
| All | -99.2% | +313.5% | -412.7% | -94.3% |
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