-99.7%
UVXY vs GWRE
+15.1%
-114.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.4% |
| 7D | +2.8% | -13.2% | +16.0% | -6.5% |
| 30D | -11.4% | -18.6% | +7.2% | -21.7% |
| 3M | -41.5% | +18.9% | -60.4% | -31.3% |
| 6M | -61.0% | -11.0% | -50.1% | -64.3% |
| YTD | -49.8% | -29.9% | -20.0% | -64.4% |
| 1Y | -66.4% | -44.3% | -22.1% | -81.0% |
| 3Y | -94.8% | +51.7% | -146.4% | -87.2% |
| All | -99.7% | +15.1% | -114.7% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling