-69.8%
UVXY vs GWRE
-25.4%
-44.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -19.9% | +20.6% | -0.2% |
| 7D | -5.0% | -21.1% | +16.1% | -5.9% |
| 30D | -20.5% | +1.3% | -21.8% | -20.4% |
| 3M | -36.6% | +7.4% | -44.0% | -36.2% |
| 6M | -56.9% | +5.6% | -62.5% | -56.7% |
| YTD | -51.2% | -19.2% | -32.0% | -53.8% |
| 1Y | -69.8% | -25.1% | -44.6% | -72.3% |
| All | -69.8% | -25.4% | -44.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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