-100.0%
UVXY vs GNRC
+448.8%
-548.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -3.9% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | -11.4% | -15.7% | +4.4% | -24.6% |
| 3M | -41.5% | -27.3% | -14.2% | -56.1% |
| 6M | -61.0% | -12.1% | -49.0% | -62.5% |
| YTD | -49.8% | +37.1% | -87.0% | -20.7% |
| 1Y | -66.4% | -0.5% | -66.0% | -60.4% |
| 3Y | -94.8% | +61.5% | -156.3% | -84.9% |
| 5Y | -99.7% | -58.6% | -41.1% | -99.7% |
| All | -100.0% | +448.8% | -548.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling