-70.5%
UVXY vs GSK
+14.9%
-85.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +5.0% | -19.2% | -11.3% |
| 7D | -6.3% | +4.9% | -11.2% | -3.4% |
| 30D | -2.7% | +9.9% | -12.6% | +3.2% |
| 3M | -29.9% | +0.2% | -30.1% | -30.1% |
| 6M | -56.5% | +2.3% | -58.8% | -55.3% |
| YTD | -54.8% | +7.1% | -61.9% | -52.5% |
| 1Y | -70.5% | +13.1% | -83.6% | -67.6% |
| All | -70.5% | +14.9% | -85.4% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling