-100.0%
UVXY vs GWRE
+131.0%
-231.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.2% |
| 7D | +2.8% | -13.2% | +16.0% | -10.9% |
| 30D | -11.4% | -18.6% | +7.2% | -27.6% |
| 3M | -41.5% | +18.9% | -60.4% | -29.1% |
| 6M | -61.0% | -11.0% | -50.1% | -67.0% |
| YTD | -49.8% | -29.9% | -20.0% | -69.5% |
| 1Y | -66.4% | -44.3% | -22.1% | -84.7% |
| 3Y | -94.8% | +51.7% | -146.4% | -86.3% |
| 5Y | -99.7% | +15.4% | -115.1% | -99.3% |
| All | -100.0% | +131.0% | -231.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling