-83.2%
UVXY vs GLXY
+3.8%
-87.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.9% | -6.3% |
| 7D | +2.8% | -7.3% | +10.1% | +0.1% |
| 30D | -11.4% | +15.7% | -27.1% | -4.8% |
| 3M | -41.5% | -26.7% | -14.9% | -45.7% |
| 6M | -61.0% | +13.7% | -74.7% | -53.7% |
| YTD | -49.8% | +9.1% | -59.0% | -37.2% |
| 1Y | -66.4% | -15.5% | -51.0% | -60.7% |
| All | -83.2% | +3.8% | -87.1% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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