-99.7%
UVXY vs GRMN
+81.6%
-181.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.0% | -0.8% |
| 7D | +2.8% | +2.4% | +0.4% | +6.8% |
| 30D | -11.4% | -8.5% | -2.9% | -21.2% |
| 3M | -41.5% | +19.5% | -61.0% | -25.5% |
| 6M | -61.0% | +21.2% | -82.2% | -46.8% |
| YTD | -49.8% | +41.0% | -90.9% | -10.5% |
| 1Y | -66.4% | +19.6% | -86.0% | -52.1% |
| 3Y | -94.8% | +183.8% | -278.6% | -51.7% |
| All | -99.7% | +81.6% | -181.3% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling