-99.6%
UVXY vs GTLB
-50.1%
-49.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -7.1% |
| 7D | +2.8% | -5.7% | +8.5% | -0.1% |
| 30D | -11.4% | +15.1% | -26.5% | -4.0% |
| 3M | -41.5% | +65.5% | -107.0% | -23.4% |
| 6M | -61.0% | +102.9% | -163.9% | -42.4% |
| YTD | -49.8% | +25.2% | -75.1% | -41.3% |
| 1Y | -66.4% | -5.5% | -60.9% | -65.9% |
| 3Y | -94.8% | -10.9% | -83.9% | -92.5% |
| All | -99.6% | -50.1% | -49.5% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling