+3.1%
GLDM vs VXX
-51.0%
+54.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.6% | +13.3% | +2.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.7% |
| 30D | -1.9% | -0.8% | -1.0% | -1.7% |
| 3M | -0.4% | -19.8% | +19.4% | -2.5% |
| 6M | -10.1% | -40.5% | +30.4% | -13.7% |
| YTD | -5.8% | -35.5% | +29.7% | -10.0% |
| 1Y | +3.1% | -51.1% | +54.2% | -4.3% |
| All | +3.1% | -51.0% | +54.2% | -4.3% |
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