-99.2%
UVXY vs GGLL
+309.0%
-408.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | -1.0% |
| 7D | +2.3% | -3.9% | +6.2% | -0.6% |
| 30D | -15.0% | -15.4% | +0.3% | -25.1% |
| 3M | -39.8% | -21.9% | -17.9% | -48.0% |
| 6M | -60.0% | +4.5% | -64.5% | -52.2% |
| YTD | -48.8% | -2.4% | -46.4% | -40.4% |
| 1Y | -67.3% | +57.8% | -125.1% | -39.1% |
| 3Y | -94.8% | +227.2% | -322.0% | -69.6% |
| All | -99.2% | +309.0% | -408.3% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling