-83.3%
UVXY vs GLXY
+15.1%
-98.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.5% | +3.3% |
| 7D | -4.7% | +15.5% | -20.2% | +1.0% |
| 30D | -17.1% | +34.1% | -51.2% | -5.8% |
| 3M | -39.9% | -11.3% | -28.6% | -39.6% |
| 6M | -66.9% | +31.6% | -98.4% | -58.3% |
| YTD | -50.1% | +21.0% | -71.1% | -35.2% |
| 1Y | -68.3% | +11.7% | -80.0% | -59.6% |
| All | -83.3% | +15.1% | -98.4% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling