-99.7%
UVXY vs GME
-56.3%
-43.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.7% | -10.5% | -6.0% |
| 7D | +2.8% | +10.4% | -7.6% | +5.1% |
| 30D | -11.4% | +14.1% | -25.4% | -8.6% |
| 3M | -41.5% | -4.6% | -36.9% | -41.9% |
| 6M | -61.0% | -13.5% | -47.5% | -61.9% |
| YTD | -49.8% | +5.3% | -55.2% | -48.4% |
| 1Y | -66.4% | -14.9% | -51.6% | -66.8% |
| 3Y | -94.8% | +24.3% | -119.0% | -92.3% |
| All | -99.7% | -56.3% | -43.3% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling