-66.9%
UVXY vs GGLL
+58.7%
-125.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | 0.0% |
| 7D | +2.3% | -3.9% | +6.2% | +0.2% |
| 30D | -15.0% | -15.4% | +0.3% | -22.4% |
| 3M | -39.8% | -21.9% | -17.9% | -45.6% |
| 6M | -60.0% | +4.5% | -64.5% | -49.3% |
| YTD | -48.8% | -2.4% | -46.4% | -36.4% |
| All | -66.9% | +58.7% | -125.6% | -40.6% |
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 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