-100.0%
UVXY vs GPC
+86.4%
-186.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -7.3% |
| 7D | +2.8% | -3.2% | +6.0% | -2.0% |
| 30D | -11.4% | +0.5% | -11.9% | -10.5% |
| 3M | -41.5% | +31.7% | -73.3% | -11.8% |
| 6M | -61.0% | +24.7% | -85.8% | -44.3% |
| YTD | -49.8% | +11.8% | -61.6% | -40.2% |
| 1Y | -66.4% | -3.0% | -63.5% | -68.2% |
| 3Y | -94.8% | -1.1% | -93.7% | -93.5% |
| 5Y | -99.7% | +30.5% | -130.2% | -99.1% |
| All | -100.0% | +86.4% | -186.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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