-100.0%
UVXY vs GSK
+80.1%
-180.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.7% |
| 7D | +2.8% | -3.5% | +6.3% | -2.1% |
| 30D | -11.4% | -3.4% | -7.9% | -15.6% |
| 3M | -41.5% | -8.1% | -33.4% | -48.7% |
| 6M | -61.0% | -11.1% | -49.9% | -66.2% |
| YTD | -49.8% | +0.7% | -50.6% | -47.3% |
| 1Y | -66.4% | +20.1% | -86.6% | -54.0% |
| 3Y | -94.8% | +46.1% | -140.9% | -89.2% |
| 5Y | -99.7% | +48.2% | -147.9% | -99.3% |
| All | -100.0% | +80.1% | -180.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling