-22.0%
GFS vs VXX
-77.4%
+55.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | +1.0% |
| 7D | +3.2% | +7.2% | -3.9% | +5.4% |
| 30D | -9.6% | -5.8% | -3.7% | -11.0% |
| 3M | -38.5% | -29.0% | -9.5% | -43.7% |
| 6M | -1.3% | -44.0% | +42.7% | -14.1% |
| YTD | +31.8% | -28.7% | +60.5% | +24.4% |
| 1Y | +44.6% | -45.2% | +89.7% | +28.9% |
| All | -22.0% | -77.4% | +55.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling