+142.1%
GILD vs VXX
-99.0%
+241.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 6M | -0.4% | -44.0% | +43.6% | -5.3% |
| YTD | +18.5% | -31.7% | +50.3% | +15.4% |
| 1Y | +25.1% | -46.3% | +71.5% | +19.5% |
| 3Y | +105.9% | -78.3% | +184.2% | +88.8% |
| 5Y | +143.0% | -95.8% | +238.8% | +92.6% |
| All | +142.1% | -99.0% | +241.0% | +87.3% |
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