-95.7%
VXX vs GSK
+47.2%
-142.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -3.5% | +5.5% | +0.2% |
| 30D | -7.1% | -3.4% | -3.6% | -8.6% |
| 3M | -28.6% | -8.1% | -20.5% | -31.6% |
| 6M | -44.0% | -11.1% | -32.9% | -46.6% |
| YTD | -31.7% | +0.7% | -32.5% | -30.3% |
| 1Y | -46.3% | +20.1% | -66.5% | -39.7% |
| 3Y | -78.3% | +46.1% | -124.4% | -71.0% |
| All | -95.7% | +47.2% | -142.9% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling