+311.1%
GS vs VXX
-99.0%
+410.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -0.6% |
| 7D | +5.1% | -17.5% | +22.7% | +0.6% |
| 30D | +2.4% | +9.8% | -7.3% | +7.1% |
| 3M | -11.5% | -5.9% | -5.6% | -10.7% |
| 6M | -2.5% | -34.1% | +31.6% | -8.9% |
| YTD | +5.5% | -30.8% | +36.3% | +2.3% |
| 1Y | +11.0% | -44.4% | +55.4% | +2.7% |
| 3Y | +200.1% | -77.0% | +277.1% | +161.8% |
| 5Y | +154.7% | -94.4% | +249.1% | +76.1% |
| All | +311.1% | -99.0% | +410.1% | +146.9% |
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