+5.8%
GD vs VXX
-36.1%
+41.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.0% |
| 7D | +1.9% | -17.5% | +19.4% | +1.3% |
| 30D | +9.2% | +9.8% | -0.6% | +9.6% |
| 3M | -7.5% | -5.9% | -1.6% | -7.5% |
| 6M | +5.8% | -34.1% | +39.9% | +2.0% |
| All | +5.8% | -36.1% | +41.9% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling