-94.7%
UVXY vs GPC
-1.1%
-93.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +3.3% |
| 7D | +2.3% | -0.6% | +2.9% | +1.8% |
| 30D | -15.0% | +1.3% | -16.3% | -13.9% |
| 3M | -39.8% | +37.1% | -76.9% | -18.6% |
| 6M | -60.0% | +23.2% | -83.2% | -49.9% |
| YTD | -48.8% | +13.1% | -61.9% | -39.5% |
| 1Y | -67.3% | +0.9% | -68.2% | -65.8% |
| All | -94.7% | -1.1% | -93.6% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling