+204.7%
GLDM vs VXX
-99.2%
+303.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.2% |
| 7D | -4.6% | -14.7% | +10.1% | -4.8% |
| 30D | -5.5% | +8.9% | -14.4% | -5.3% |
| 3M | -10.9% | -4.5% | -6.3% | -10.8% |
| 6M | -17.3% | -34.0% | +16.6% | -17.5% |
| YTD | -10.2% | -29.2% | +19.1% | -10.3% |
| 1Y | -6.9% | -46.8% | +39.9% | -7.2% |
| 3Y | +98.7% | -76.2% | +174.9% | +98.2% |
| 5Y | +106.7% | -94.3% | +201.0% | +104.8% |
| All | +204.7% | -99.2% | +303.9% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling