-100.0%
UVXY vs GRMN
+1,329.8%
-1,429.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +0.2% |
| 7D | +2.3% | -1.4% | +3.7% | -0.3% |
| 30D | -15.0% | -13.1% | -1.9% | -34.3% |
| 3M | -39.8% | +14.9% | -54.8% | -24.4% |
| 6M | -60.0% | +13.1% | -73.2% | -49.4% |
| YTD | -48.8% | +35.3% | -84.1% | -5.5% |
| 1Y | -67.3% | +16.0% | -83.3% | -53.6% |
| 3Y | -94.8% | +179.6% | -274.4% | -30.8% |
| 5Y | -99.7% | +75.0% | -174.7% | -97.7% |
| 10Y | -100.0% | +644.1% | -744.1% | -99.9% |
| All | -100.0% | +1,329.8% | -1,429.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling