-60.0%
UVXY vs GLXY
+22.8%
-82.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.0% | +9.5% | -0.3% |
| 7D | +2.3% | +4.5% | -2.2% | +4.5% |
| 30D | -15.0% | +28.8% | -43.9% | -4.5% |
| 3M | -39.8% | -23.0% | -16.8% | -43.3% |
| 6M | -60.0% | +17.0% | -77.0% | -45.2% |
| All | -60.0% | +22.8% | -82.8% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling