+238.8%
GS vs VXX
-78.1%
+316.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -0.3% |
| 7D | +2.4% | +1.6% | +0.9% | +2.9% |
| 30D | -0.1% | -9.5% | +9.4% | -2.4% |
| 3M | +0.2% | -27.3% | +27.5% | -6.6% |
| 6M | +24.8% | -43.3% | +68.1% | +11.0% |
| YTD | +18.8% | -30.9% | +49.6% | +12.5% |
| 1Y | +37.3% | -47.2% | +84.5% | +23.7% |
| All | +238.8% | -78.1% | +316.9% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling