-99.6%
UVXY vs GTLB
-50.8%
-48.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +1.6% |
| 7D | +2.3% | -6.6% | +8.9% | -1.0% |
| 30D | -15.0% | +13.7% | -28.8% | -8.5% |
| 3M | -39.8% | +52.9% | -92.7% | -24.0% |
| 6M | -60.0% | +88.5% | -148.5% | -43.0% |
| YTD | -48.8% | +23.4% | -72.3% | -40.5% |
| 1Y | -67.3% | -3.8% | -63.5% | -66.3% |
| 3Y | -94.8% | -11.5% | -83.3% | -92.7% |
| All | -99.6% | -50.8% | -48.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling