+127.2%
GM vs VXX
-99.0%
+226.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -1.7% |
| 7D | -2.4% | +2.0% | -4.4% | -1.9% |
| 30D | -1.1% | -7.1% | +6.0% | -2.8% |
| 3M | +6.1% | -28.6% | +34.8% | -1.9% |
| 6M | +15.0% | -44.0% | +59.0% | +1.5% |
| YTD | +6.0% | -31.7% | +37.7% | -0.4% |
| 1Y | +47.1% | -46.3% | +93.4% | +31.6% |
| 3Y | +170.5% | -78.3% | +248.8% | +123.8% |
| 5Y | +80.5% | -95.8% | +176.3% | +8.1% |
| All | +127.2% | -99.0% | +226.2% | +21.4% |
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