+187.0%
GS vs VXX
-95.6%
+282.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -0.3% |
| 7D | +2.4% | +1.6% | +0.9% | +2.8% |
| 30D | -0.1% | -9.5% | +9.4% | -2.3% |
| 3M | +0.2% | -27.3% | +27.5% | -6.3% |
| 6M | +24.8% | -43.3% | +68.1% | +11.6% |
| YTD | +18.8% | -30.9% | +49.6% | +12.8% |
| 1Y | +37.3% | -47.2% | +84.5% | +24.2% |
| 3Y | +237.9% | -78.5% | +316.4% | +190.0% |
| 5Y | +187.0% | -95.6% | +282.7% | +87.4% |
| All | +187.0% | -95.6% | +282.6% | +87.4% |
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 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