+122.2%
GLD vs VXX
-77.4%
+199.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -1.7% |
| 7D | -3.4% | +7.2% | -10.5% | -3.2% |
| 30D | -1.1% | -5.8% | +4.7% | -1.2% |
| 3M | +5.8% | -29.0% | +34.8% | +5.4% |
| 6M | -17.1% | -44.0% | +26.9% | -17.4% |
| YTD | 0.0% | -28.7% | +28.7% | -0.5% |
| 1Y | +18.2% | -45.2% | +63.4% | +17.6% |
| All | +122.2% | -77.4% | +199.6% | +130.8% |
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