+73.1%
GD vs VXX
-78.1%
+151.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.0% |
| 7D | -3.1% | +1.6% | -4.7% | -3.0% |
| 30D | -10.9% | -9.5% | -1.5% | -11.6% |
| 3M | +2.5% | -27.3% | +29.8% | +0.1% |
| 6M | -1.7% | -43.3% | +41.6% | -5.6% |
| YTD | +6.1% | -30.9% | +37.0% | +4.0% |
| 1Y | +11.7% | -47.2% | +58.9% | +7.5% |
| All | +73.1% | -78.1% | +151.2% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling