+54.8%
GDX vs VXX
-51.1%
+105.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.0% |
| 7D | -0.4% | -3.5% | +3.1% | -1.3% |
| 30D | +18.6% | -13.6% | +32.2% | +14.1% |
| 3M | +14.9% | -24.6% | +39.5% | +7.8% |
| 6M | -6.3% | -39.9% | +33.6% | -15.3% |
| YTD | +15.7% | -33.1% | +48.8% | +6.2% |
| 1Y | +54.8% | -49.9% | +104.8% | +39.1% |
| All | +54.8% | -51.1% | +105.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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