+245.7%
GLDM vs VXX
-99.2%
+344.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | +0.2% | +1.6% | -1.4% | +0.2% |
| 30D | +0.3% | -9.5% | +9.7% | +0.2% |
| 3M | +3.3% | -27.3% | +30.6% | +3.0% |
| 6M | -14.5% | -43.3% | +28.8% | -14.8% |
| YTD | +1.9% | -30.9% | +32.8% | +1.6% |
| 1Y | +21.1% | -47.2% | +68.3% | +20.6% |
| 3Y | +128.6% | -78.5% | +207.1% | +127.9% |
| 5Y | +143.8% | -95.6% | +239.4% | +140.7% |
| All | +245.7% | -99.2% | +344.9% | +225.9% |
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 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