+24.8%
GDX vs VXX
-51.0%
+75.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -9.6% | +18.6% | +5.2% |
| 7D | +0.8% | -4.1% | +4.9% | -0.2% |
| 30D | -3.2% | -0.8% | -2.4% | -2.6% |
| 3M | +8.6% | -19.8% | +28.4% | +2.1% |
| 6M | -1.2% | -40.5% | +39.3% | -13.7% |
| YTD | -1.4% | -35.5% | +34.2% | -10.0% |
| 1Y | +24.8% | -51.1% | +75.9% | +1.2% |
| All | +24.8% | -51.0% | +75.8% | +1.2% |
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