+224.1%
GDX vs VXX
-95.6%
+319.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | +24.9% | -28.6% | +53.6% | +21.3% |
| 6M | -4.2% | -44.0% | +39.8% | -8.4% |
| YTD | +13.2% | -31.7% | +44.9% | +10.4% |
| 1Y | +40.2% | -46.3% | +86.6% | +34.7% |
| 3Y | +249.6% | -78.3% | +327.9% | +230.7% |
| All | +224.1% | -95.6% | +319.7% | +173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling