+1.3%
GFS vs VXX
-94.8%
+96.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.4% | +0.8% |
| 7D | +3.8% | +2.0% | +1.9% | +4.5% |
| 30D | -11.7% | -7.1% | -4.6% | -13.5% |
| 3M | -41.8% | -28.6% | -13.1% | -46.9% |
| 6M | +6.6% | -44.0% | +50.6% | -7.7% |
| YTD | +34.6% | -31.7% | +66.4% | +25.3% |
| 1Y | +46.2% | -46.3% | +92.5% | +29.0% |
| 3Y | -20.3% | -78.3% | +57.9% | -34.1% |
| All | +1.3% | -94.8% | +96.1% | -39.5% |
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