+89.2%
GD vs VXX
-98.9%
+188.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | +0.9% |
| 7D | -3.2% | +7.2% | -10.3% | -2.2% |
| 30D | -9.6% | -5.8% | -3.8% | -10.3% |
| 3M | +4.3% | -29.0% | +33.3% | -0.3% |
| 6M | +0.5% | -44.0% | +44.5% | -6.5% |
| YTD | +6.6% | -28.7% | +35.3% | +3.2% |
| 1Y | +11.6% | -45.2% | +56.8% | +4.9% |
| 3Y | +72.6% | -77.8% | +150.4% | +53.7% |
| 5Y | +95.2% | -95.6% | +190.8% | +41.2% |
| All | +89.2% | -98.9% | +188.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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