-49.9%
VXX vs GFI
+45.3%
-95.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.2% |
| 7D | -3.5% | +3.1% | -6.6% | -2.6% |
| 30D | -13.6% | +27.1% | -40.7% | -8.0% |
| 3M | -24.6% | +21.2% | -45.8% | -19.2% |
| 6M | -39.9% | -4.5% | -35.4% | -37.1% |
| YTD | -33.1% | +11.7% | -44.8% | -28.5% |
| 1Y | -49.9% | +46.0% | -96.0% | -42.5% |
| All | -49.9% | +45.3% | -95.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling