+31.0%
GM vs VXX
-36.4%
+67.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +30.1% | -33.5% | +2.9% |
| 7D | +4.2% | +27.5% | -23.3% | +10.6% |
| 30D | +8.9% | +32.5% | -23.6% | +16.9% |
| 3M | +0.4% | +8.2% | -7.8% | +2.4% |
| 6M | +17.8% | -22.7% | +40.5% | +11.6% |
| YTD | +10.6% | -16.1% | +26.7% | +8.7% |
| 1Y | +31.0% | -34.0% | +65.1% | +22.5% |
| All | +31.0% | -36.4% | +67.4% | +22.5% |
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