-78.3%
VXX vs GPC
-2.2%
-76.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.5% |
| 7D | +2.0% | -3.2% | +5.2% | +0.1% |
| 30D | -7.1% | +0.5% | -7.6% | -6.7% |
| 3M | -28.6% | +31.7% | -60.4% | -14.8% |
| 6M | -44.0% | +24.7% | -68.7% | -34.5% |
| YTD | -31.7% | +11.8% | -43.5% | -24.0% |
| 1Y | -46.3% | -3.0% | -43.4% | -46.2% |
| 3Y | -78.3% | -1.1% | -77.2% | -72.8% |
| All | -78.3% | -2.2% | -76.0% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling