+35.8%
GFS vs VXX
-51.1%
+86.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.7% |
| 7D | +1.0% | -3.5% | +4.5% | -0.2% |
| 30D | -8.6% | -13.6% | +5.0% | -13.2% |
| 3M | -46.5% | -24.6% | -22.0% | -50.8% |
| 6M | -4.8% | -39.9% | +35.0% | -17.3% |
| YTD | +29.7% | -33.1% | +62.7% | +17.0% |
| 1Y | +35.8% | -49.9% | +85.8% | +14.2% |
| All | +35.8% | -51.1% | +86.9% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling