+92.2%
GD vs VXX
-95.6%
+187.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.9% |
| 7D | -3.1% | +1.6% | -4.7% | -3.0% |
| 30D | -10.9% | -9.5% | -1.5% | -11.7% |
| 3M | +2.5% | -27.3% | +29.8% | -0.2% |
| 6M | -1.7% | -43.3% | +41.6% | -6.1% |
| YTD | +6.1% | -30.9% | +37.0% | +3.7% |
| 1Y | +11.7% | -47.2% | +58.9% | +7.0% |
| 3Y | +71.8% | -78.5% | +150.3% | +59.5% |
| 5Y | +92.2% | -95.6% | +187.8% | +57.3% |
| All | +92.2% | -95.6% | +187.7% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling