+388.8%
GH vs VXX
-98.9%
+487.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -2.3% |
| 7D | -2.5% | +2.0% | -4.5% | -1.9% |
| 30D | -4.7% | -7.1% | +2.4% | -6.7% |
| 3M | +20.2% | -28.6% | +48.9% | +9.3% |
| 6M | +78.8% | -44.0% | +122.8% | +53.7% |
| YTD | +54.1% | -31.7% | +85.8% | +42.9% |
| 1Y | +177.1% | -46.3% | +223.4% | +141.4% |
| 3Y | +371.6% | -78.3% | +449.9% | +283.5% |
| 5Y | +21.9% | -95.8% | +117.7% | -30.9% |
| All | +388.8% | -98.9% | +487.7% | +158.3% |
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 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