-93.9%
VXX vs GGLL
+328.4%
-422.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -3.0% | +1.9% | -4.9% | -2.0% |
| 30D | -11.5% | -9.7% | -1.7% | -15.8% |
| 3M | -27.3% | -18.0% | -9.3% | -32.4% |
| 6M | -49.6% | +15.3% | -64.8% | -40.3% |
| YTD | -32.0% | +2.2% | -34.2% | -23.7% |
| 1Y | -48.3% | +73.1% | -121.4% | -18.9% |
| 3Y | -78.9% | +242.7% | -321.6% | -34.7% |
| All | -93.9% | +328.4% | -422.3% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling