-49.9%
VXX vs GME
-15.8%
-34.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.5% |
| 7D | -3.5% | +7.2% | -10.7% | -1.4% |
| 30D | -13.6% | +0.8% | -14.4% | -13.3% |
| 3M | -24.6% | -14.0% | -10.6% | -27.8% |
| 6M | -39.9% | -19.7% | -20.1% | -42.9% |
| YTD | -33.1% | -4.6% | -28.5% | -31.0% |
| 1Y | -49.9% | -14.3% | -35.6% | -50.1% |
| All | -49.9% | -15.8% | -34.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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