-93.9%
VXX vs GGLL
+327.4%
-421.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -2.6% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | -7.1% | -4.0% | -3.1% | -8.7% |
| 3M | -28.6% | -15.5% | -13.1% | -32.6% |
| 6M | -44.0% | +7.6% | -51.6% | -36.3% |
| YTD | -31.7% | +2.0% | -33.7% | -23.4% |
| 1Y | -46.3% | +63.9% | -110.3% | -18.3% |
| 3Y | -78.3% | +239.7% | -317.9% | -33.0% |
| All | -93.9% | +327.4% | -421.3% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling