-100.0%
UVXY vs GPC
+338.7%
-438.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +2.9% |
| 7D | -5.0% | +1.2% | -6.2% | -2.7% |
| 30D | -20.5% | +6.0% | -26.5% | -11.0% |
| 3M | -36.6% | +42.6% | -79.2% | +25.4% |
| 6M | -56.9% | +22.8% | -79.7% | -36.2% |
| YTD | -51.2% | +15.5% | -66.7% | -38.1% |
| 1Y | -69.8% | +2.0% | -71.8% | -70.7% |
| 3Y | -95.1% | -1.4% | -93.6% | -94.8% |
| 5Y | -99.7% | +30.6% | -130.3% | -99.0% |
| 10Y | -100.0% | +80.6% | -180.6% | -100.0% |
| All | -100.0% | +338.7% | -438.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling