-100.0%
UVXY vs GSK
+149.3%
-249.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +3.2% |
| 7D | +11.0% | -5.4% | +16.4% | -0.1% |
| 30D | -8.8% | -4.6% | -4.2% | -16.9% |
| 3M | -41.9% | -5.1% | -36.8% | -48.4% |
| 6M | -61.2% | -11.4% | -49.8% | -68.8% |
| YTD | -46.2% | +0.7% | -46.9% | -43.9% |
| 1Y | -65.2% | +23.0% | -88.2% | -45.9% |
| 3Y | -94.6% | +48.0% | -142.5% | -86.9% |
| 5Y | -99.7% | +48.2% | -147.9% | -99.2% |
| 10Y | -100.0% | +80.0% | -180.0% | -100.0% |
| All | -100.0% | +149.3% | -249.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling