+248.5%
GLDM vs VXX
-99.3%
+347.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -0.5% | -3.5% | +3.0% | -0.6% |
| 30D | +4.4% | -13.6% | +18.0% | +4.3% |
| 3M | -1.1% | -24.6% | +23.5% | -1.3% |
| 6M | -13.7% | -39.9% | +26.2% | -14.0% |
| YTD | +2.8% | -33.1% | +35.8% | +2.4% |
| 1Y | +24.8% | -49.9% | +74.8% | +24.3% |
| 3Y | +127.8% | -79.1% | +206.9% | +127.0% |
| 5Y | +141.1% | -95.6% | +236.7% | +138.1% |
| All | +248.5% | -99.3% | +347.7% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling