-69.8%
UVXY vs GME
-15.8%
-54.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.5% |
| 7D | -5.0% | +7.2% | -12.2% | -2.0% |
| 30D | -20.5% | +0.8% | -21.3% | -20.1% |
| 3M | -36.6% | -14.0% | -22.6% | -40.5% |
| 6M | -56.9% | -19.7% | -37.2% | -60.0% |
| YTD | -51.2% | -4.6% | -46.6% | -48.6% |
| 1Y | -69.8% | -14.3% | -55.4% | -69.6% |
| All | -69.8% | -15.8% | -54.0% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling