-99.0%
VXX vs GPC
+65.4%
-164.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +2.6% |
| 7D | +1.6% | -0.6% | +2.2% | +1.0% |
| 30D | -9.5% | +1.3% | -10.8% | -8.2% |
| 3M | -27.3% | +37.1% | -64.4% | -0.3% |
| 6M | -43.3% | +23.2% | -66.5% | -29.1% |
| YTD | -30.9% | +13.1% | -43.9% | -20.3% |
| 1Y | -47.2% | +0.9% | -48.0% | -45.9% |
| 3Y | -78.5% | -0.8% | -77.7% | -75.0% |
| 5Y | -95.6% | +31.1% | -126.7% | -91.6% |
| All | -99.0% | +65.4% | -164.4% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling