-99.2%
UVXY vs GGLL
+194.0%
-293.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -1.2% |
| 7D | -3.3% | +5.1% | -8.4% | +2.6% |
| 30D | +12.0% | -35.5% | +47.5% | -15.6% |
| 3M | -15.5% | -39.2% | +23.7% | -38.6% |
| 6M | -49.4% | -54.4% | +5.0% | -69.5% |
| YTD | -49.1% | -29.8% | -19.3% | -51.2% |
| 1Y | -63.7% | -20.4% | -43.3% | -60.0% |
| 3Y | -94.1% | +149.7% | -243.8% | -71.5% |
| All | -99.2% | +194.0% | -293.3% | -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 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