+7.2%
GEHC vs VXX
-92.1%
+99.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -1.3% |
| 7D | -7.2% | +2.0% | -9.1% | -6.8% |
| 30D | -11.6% | -7.1% | -4.5% | -12.7% |
| 3M | -0.8% | -28.6% | +27.8% | -6.9% |
| 6M | -11.9% | -44.0% | +32.1% | -20.3% |
| YTD | -21.9% | -31.7% | +9.8% | -25.9% |
| 1Y | -17.8% | -46.3% | +28.5% | -24.7% |
| 3Y | -3.5% | -78.3% | +74.7% | -17.3% |
| All | +7.2% | -92.1% | +99.3% | -24.1% |
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