-16.5%
GPN vs VXX
-99.0%
+82.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -1.0% |
| 7D | -4.3% | +2.0% | -6.3% | -3.8% |
| 30D | 0.0% | -7.1% | +7.1% | -1.6% |
| 3M | +35.8% | -28.6% | +64.5% | +26.0% |
| 6M | +22.0% | -44.0% | +66.0% | +8.3% |
| YTD | +15.2% | -31.7% | +46.9% | +8.6% |
| 1Y | +3.5% | -46.3% | +49.8% | -6.7% |
| 3Y | -26.9% | -78.3% | +51.3% | -38.5% |
| 5Y | -44.2% | -95.8% | +51.6% | -65.4% |
| All | -16.5% | -99.0% | +82.5% | -52.6% |
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