+249.6%
GDX vs VXX
-78.4%
+328.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +0.6% |
| 7D | -2.2% | +2.0% | -4.2% | -1.9% |
| 30D | +6.8% | -7.1% | +13.8% | +6.0% |
| 3M | +24.9% | -28.6% | +53.6% | +21.1% |
| 6M | -4.2% | -44.0% | +39.8% | -8.6% |
| YTD | +13.2% | -31.7% | +44.9% | +10.1% |
| 1Y | +40.2% | -46.3% | +86.6% | +34.5% |
| 3Y | +249.6% | -78.3% | +327.9% | +249.9% |
| All | +249.6% | -78.4% | +328.0% | +249.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling