-0.4%
GILD vs VXX
-45.7%
+45.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -1.2% |
| 7D | -4.8% | +2.0% | -6.8% | -4.6% |
| 30D | +5.8% | -7.1% | +12.9% | +5.1% |
| 3M | +14.9% | -28.6% | +43.6% | +10.1% |
| 6M | -0.4% | -44.0% | +43.6% | -8.1% |
| All | -0.4% | -45.7% | +45.3% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling