-95.0%
UVXY vs GGLL
+247.9%
-342.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.2% |
| 7D | -4.7% | +1.9% | -6.6% | -3.1% |
| 30D | -17.1% | -9.7% | -7.3% | -23.6% |
| 3M | -39.9% | -18.0% | -21.9% | -46.7% |
| 6M | -66.9% | +15.3% | -82.1% | -55.8% |
| YTD | -50.1% | +2.2% | -52.3% | -39.0% |
| 1Y | -68.3% | +73.1% | -141.4% | -32.1% |
| 3Y | -95.0% | +242.7% | -337.7% | -60.6% |
| All | -95.0% | +247.9% | -342.9% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling