-51.1%
VXX vs GME
+15.0%
-66.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.6% | -13.2% | -8.7% |
| 7D | -4.1% | +7.8% | -11.9% | -2.2% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | -19.8% | +30.9% | -50.7% | -14.2% |
| 6M | -40.5% | +5.5% | -45.9% | -40.0% |
| YTD | -35.5% | +25.2% | -60.7% | -29.8% |
| 1Y | -51.1% | +14.4% | -65.5% | -46.0% |
| All | -51.1% | +15.0% | -66.1% | -46.0% |
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