+21.1%
GLDM vs VXX
-47.7%
+68.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.1% |
| 7D | +0.2% | +1.6% | -1.4% | +0.3% |
| 30D | +0.3% | -9.5% | +9.7% | -0.5% |
| 3M | +3.3% | -27.3% | +30.6% | +1.1% |
| 6M | -14.5% | -43.3% | +28.8% | -17.0% |
| YTD | +1.9% | -30.9% | +32.8% | -1.2% |
| 1Y | +21.1% | -47.2% | +68.3% | +16.7% |
| All | +21.1% | -47.7% | +68.7% | +16.7% |
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