+21.5%
GPN vs VXX
-36.4%
+57.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +30.1% | -31.3% | +2.6% |
| 7D | +10.8% | +27.5% | -16.7% | +14.7% |
| 30D | +16.1% | +32.5% | -16.4% | +21.4% |
| 3M | +8.9% | +8.2% | +0.6% | +8.8% |
| 6M | +37.6% | -22.7% | +60.3% | +27.8% |
| YTD | +23.9% | -16.1% | +40.1% | +20.4% |
| 1Y | +21.5% | -34.0% | +55.5% | +11.8% |
| All | +21.5% | -36.4% | +57.9% | +11.8% |
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