-100.0%
UVXY vs GME
+436.0%
-536.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +5.5% |
| 7D | +11.0% | +6.0% | +5.0% | +12.0% |
| 30D | -8.8% | +8.3% | -17.1% | -7.7% |
| 3M | -41.9% | -9.1% | -32.8% | -42.6% |
| 6M | -61.2% | -16.3% | -44.9% | -61.9% |
| YTD | -46.2% | +1.5% | -47.7% | -45.5% |
| 1Y | -65.2% | -16.3% | -48.9% | -65.5% |
| 3Y | -94.6% | +15.1% | -109.7% | -93.2% |
| 5Y | -99.7% | -57.2% | -42.5% | -99.6% |
| 10Y | -100.0% | +274.5% | -374.5% | -100.0% |
| All | -100.0% | +436.0% | -536.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling