+358.9%
GS vs VXX
-98.9%
+457.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.0% | -0.1% |
| 7D | -1.7% | +7.2% | -8.9% | 0.0% |
| 30D | -0.9% | -5.8% | +4.9% | -2.3% |
| 3M | +2.3% | -29.0% | +31.4% | -5.2% |
| 6M | +23.4% | -44.0% | +67.4% | +9.5% |
| YTD | +17.7% | -28.7% | +46.4% | +12.5% |
| 1Y | +35.1% | -45.2% | +80.3% | +22.7% |
| 3Y | +234.9% | -77.8% | +312.8% | +187.1% |
| 5Y | +185.3% | -95.6% | +280.9% | +82.1% |
| All | +358.9% | -98.9% | +457.9% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling