+71.8%
GH vs VXX
-51.0%
+122.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.6% | +6.0% | -5.9% |
| 7D | -7.7% | -4.1% | -3.6% | -8.3% |
| 30D | -10.0% | -0.8% | -9.1% | -9.6% |
| 3M | +5.5% | -19.8% | +25.3% | +0.7% |
| 6M | +84.9% | -40.5% | +125.4% | +65.7% |
| YTD | +65.0% | -35.5% | +100.6% | +54.1% |
| 1Y | +71.8% | -51.1% | +122.9% | +52.3% |
| All | +71.8% | -51.0% | +122.8% | +52.3% |
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 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