-98.9%
VXX vs GSK
+84.5%
-183.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +2.2% |
| 7D | +7.2% | -5.4% | +12.6% | +2.1% |
| 30D | -5.8% | -4.6% | -1.2% | -9.7% |
| 3M | -29.0% | -5.1% | -23.9% | -32.3% |
| 6M | -44.0% | -11.4% | -32.6% | -49.0% |
| YTD | -28.7% | +0.7% | -29.4% | -26.3% |
| 1Y | -45.2% | +23.0% | -68.2% | -31.0% |
| 3Y | -77.8% | +48.0% | -125.8% | -63.7% |
| 5Y | -95.6% | +48.2% | -143.8% | -92.4% |
| All | -98.9% | +84.5% | -183.4% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling