-17.3%
GIS vs VXX
-99.0%
+81.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.4% |
| 7D | -6.4% | +2.0% | -8.3% | -6.3% |
| 30D | -6.1% | -7.1% | +1.0% | -6.3% |
| 3M | +7.8% | -28.6% | +36.5% | +6.8% |
| 6M | -8.8% | -44.0% | +35.2% | -10.2% |
| YTD | -19.1% | -31.7% | +12.6% | -19.8% |
| 1Y | -24.8% | -46.3% | +21.6% | -25.9% |
| 3Y | -37.6% | -78.3% | +40.7% | -39.5% |
| 5Y | -25.4% | -95.8% | +70.4% | -32.2% |
| All | -17.3% | -99.0% | +81.7% | -24.3% |
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