-94.8%
UVXY vs GTLB
-10.9%
-83.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -7.2% |
| 7D | +2.8% | -5.7% | +8.5% | -1.1% |
| 30D | -11.4% | +15.1% | -26.5% | -1.7% |
| 3M | -41.5% | +65.5% | -107.0% | -16.4% |
| 6M | -61.0% | +102.9% | -163.9% | -34.6% |
| YTD | -49.8% | +25.2% | -75.1% | -41.6% |
| 1Y | -66.4% | -5.5% | -60.9% | -69.3% |
| 3Y | -94.8% | -10.9% | -83.9% | -92.6% |
| All | -94.8% | -10.9% | -83.9% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling