-78.3%
VXX vs GSK
+47.2%
-125.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -3.5% | +5.5% | +0.4% |
| 30D | -7.1% | -3.4% | -3.6% | -8.4% |
| 3M | -28.6% | -8.1% | -20.5% | -31.3% |
| 6M | -44.0% | -11.1% | -32.9% | -46.3% |
| YTD | -31.7% | +0.7% | -32.5% | -30.6% |
| 1Y | -46.3% | +20.1% | -66.5% | -40.6% |
| 3Y | -78.3% | +46.1% | -124.4% | -69.5% |
| All | -78.3% | +47.2% | -125.5% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling