+95.1%
GD vs VXX
-98.9%
+194.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.4% |
| 7D | +2.7% | -14.7% | +17.3% | +0.7% |
| 30D | +8.6% | +8.9% | -0.3% | +10.8% |
| 3M | -7.1% | -4.5% | -2.5% | -6.8% |
| 6M | +7.5% | -34.0% | +41.4% | +2.7% |
| YTD | +9.9% | -29.2% | +39.2% | +7.2% |
| 1Y | +7.6% | -46.8% | +54.4% | +0.9% |
| 3Y | +56.2% | -76.2% | +132.4% | +40.9% |
| 5Y | +100.6% | -94.3% | +194.9% | +53.4% |
| All | +95.1% | -98.9% | +194.0% | +36.7% |
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