-34.0%
VXX vs GFI
+5.1%
-39.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +2.9% | +27.2% | +31.0% |
| 7D | +27.5% | +7.7% | +19.8% | +31.1% |
| 30D | +32.5% | +4.6% | +27.9% | +35.2% |
| 3M | +8.2% | +3.8% | +4.5% | +11.3% |
| 6M | -22.7% | -7.3% | -15.3% | -21.0% |
| YTD | -16.1% | -8.8% | -7.3% | -9.7% |
| 1Y | -34.0% | +4.3% | -38.4% | -18.8% |
| All | -34.0% | +5.1% | -39.1% | -18.8% |
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