+92.0%
GD vs VXX
-99.0%
+191.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.7% |
| 7D | -5.3% | -3.5% | -1.8% | -5.7% |
| 30D | -6.4% | -13.6% | +7.2% | -8.3% |
| 3M | +5.7% | -24.6% | +30.3% | +2.0% |
| 6M | -0.9% | -39.9% | +38.9% | -6.7% |
| YTD | +8.2% | -33.1% | +41.2% | +3.8% |
| 1Y | +13.4% | -49.9% | +63.3% | +5.2% |
| 3Y | +68.5% | -79.1% | +147.6% | +48.8% |
| 5Y | +97.2% | -95.6% | +192.7% | +43.6% |
| All | +92.0% | -99.0% | +191.0% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling