-99.7%
UVXY vs GPC
+29.3%
-129.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +4.2% |
| 7D | +11.0% | -1.8% | +12.8% | +8.7% |
| 30D | -8.8% | +0.1% | -8.9% | -8.5% |
| 3M | -41.9% | +37.4% | -79.3% | -11.0% |
| 6M | -61.2% | +25.4% | -86.6% | -46.1% |
| YTD | -46.2% | +12.2% | -58.4% | -35.5% |
| 1Y | -65.2% | -0.3% | -64.9% | -65.3% |
| 3Y | -94.6% | -1.6% | -93.0% | -93.2% |
| 5Y | -99.7% | +31.0% | -130.6% | -98.4% |
| All | -99.7% | +29.3% | -129.0% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling