-51.1%
VXX vs GSK
+14.9%
-66.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.0% | -14.7% | -7.8% |
| 7D | -4.1% | +4.9% | -9.0% | -2.2% |
| 30D | -0.8% | +9.9% | -10.7% | +3.1% |
| 3M | -19.8% | +0.2% | -20.0% | -19.8% |
| 6M | -40.5% | +2.3% | -42.8% | -39.3% |
| YTD | -35.5% | +7.1% | -42.6% | -33.4% |
| 1Y | -51.1% | +13.1% | -64.2% | -47.8% |
| All | -51.1% | +14.9% | -66.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling