-95.7%
VXX vs GPC
+29.4%
-125.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.6% |
| 7D | +2.0% | -3.2% | +5.2% | -0.5% |
| 30D | -7.1% | +0.5% | -7.6% | -6.6% |
| 3M | -28.6% | +31.7% | -60.4% | -10.0% |
| 6M | -44.0% | +24.7% | -68.7% | -31.5% |
| YTD | -31.7% | +11.8% | -43.5% | -22.8% |
| 1Y | -46.3% | -3.0% | -43.4% | -47.0% |
| 3Y | -78.3% | -1.1% | -77.2% | -74.3% |
| All | -95.7% | +29.4% | -125.1% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling