-95.7%
VXX vs GFI
+538.3%
-633.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.2% |
| 7D | +2.0% | -2.7% | +4.7% | +1.7% |
| 30D | -7.1% | +13.2% | -20.3% | -5.6% |
| 3M | -28.6% | +28.5% | -57.1% | -26.1% |
| 6M | -44.0% | -6.2% | -37.8% | -43.1% |
| YTD | -31.7% | +8.7% | -40.5% | -29.7% |
| 1Y | -46.3% | +24.8% | -71.2% | -44.0% |
| 3Y | -78.3% | +298.0% | -376.3% | -74.9% |
| All | -95.7% | +538.3% | -633.9% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling