-70.5%
UVXY vs GTLB
+6.1%
-76.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | 0.0% | -14.1% | -14.1% |
| 7D | -6.3% | -9.7% | +3.4% | -8.1% |
| 30D | -2.7% | +1.7% | -4.4% | -2.3% |
| 3M | -29.9% | +43.6% | -73.5% | -25.0% |
| 6M | -56.5% | +113.0% | -169.5% | -48.7% |
| YTD | -54.8% | +39.5% | -94.3% | -53.8% |
| 1Y | -70.5% | +12.6% | -83.1% | -71.9% |
| All | -70.5% | +6.1% | -76.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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