+106.6%
GLDM vs VXX
-76.4%
+183.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.7% |
| 7D | +2.9% | +0.3% | +2.6% | +3.0% |
| 30D | -3.9% | +11.4% | -15.3% | -3.4% |
| 3M | -8.1% | -6.3% | -1.8% | -8.0% |
| 6M | -14.7% | -32.5% | +17.8% | -15.0% |
| YTD | -6.6% | -28.5% | +21.9% | -7.0% |
| 1Y | -2.1% | -42.4% | +40.3% | -2.6% |
| All | +106.6% | -76.4% | +183.0% | +108.3% |
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 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