-94.4%
UVXY vs GRMN
+179.1%
-273.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +11.0% | -1.8% | +12.8% | +8.7% |
| 30D | -8.8% | -12.1% | +3.3% | -21.7% |
| 3M | -41.9% | +18.0% | -59.9% | -28.5% |
| 6M | -61.2% | +13.7% | -74.9% | -52.8% |
| YTD | -46.2% | +35.3% | -81.5% | -13.6% |
| 1Y | -65.2% | +17.2% | -82.5% | -52.6% |
| All | -94.4% | +179.1% | -273.5% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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