-43.7%
GPN vs VXX
-95.6%
+52.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -1.0% |
| 7D | -4.3% | +2.0% | -6.3% | -3.9% |
| 30D | 0.0% | -7.1% | +7.1% | -1.5% |
| 3M | +35.8% | -28.6% | +64.5% | +26.8% |
| 6M | +22.0% | -44.0% | +66.0% | +9.4% |
| YTD | +15.2% | -31.7% | +46.9% | +9.1% |
| 1Y | +3.5% | -46.3% | +49.8% | -5.9% |
| 3Y | -26.9% | -78.3% | +51.3% | -38.0% |
| All | -43.7% | -95.6% | +52.0% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling