+367.4%
GS vs VXX
-99.0%
+466.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.2% |
| 7D | +0.9% | -3.5% | +4.4% | +0.1% |
| 30D | -1.6% | -13.6% | +12.0% | -5.0% |
| 3M | -4.5% | -24.6% | +20.1% | -10.0% |
| 6M | +20.9% | -39.9% | +60.7% | +9.5% |
| YTD | +19.9% | -33.1% | +52.9% | +12.7% |
| 1Y | +41.4% | -49.9% | +91.3% | +25.5% |
| 3Y | +239.2% | -79.1% | +318.3% | +186.4% |
| 5Y | +185.0% | -95.6% | +280.6% | +82.9% |
| All | +367.4% | -99.0% | +466.4% | +172.0% |
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 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