+56.0%
GD vs VXX
-77.2%
+133.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -0.9% |
| 7D | +1.9% | -17.5% | +19.4% | +0.5% |
| 30D | +9.2% | +9.8% | -0.6% | +10.6% |
| 3M | -7.5% | -5.9% | -1.6% | -7.4% |
| 6M | +5.8% | -34.1% | +39.9% | +2.9% |
| YTD | +9.8% | -30.8% | +40.6% | +8.0% |
| 1Y | +5.8% | -44.4% | +50.1% | +2.2% |
| All | +56.0% | -77.2% | +133.2% | +48.8% |
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