-49.9%
VXX vs GSK
+31.2%
-81.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | -0.1% |
| 7D | -3.5% | -1.8% | -1.7% | -4.1% |
| 30D | -13.6% | -2.2% | -11.4% | -14.2% |
| 3M | -24.6% | -1.8% | -22.8% | -24.9% |
| 6M | -39.9% | -10.6% | -29.3% | -41.3% |
| YTD | -33.1% | +4.4% | -37.5% | -33.0% |
| 1Y | -49.9% | +30.4% | -80.3% | -48.1% |
| All | -49.9% | +31.2% | -81.2% | -48.1% |
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