-95.7%
VXX vs GME
-56.3%
-39.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -8.0% | -3.8% |
| 7D | +2.0% | +10.4% | -8.4% | +3.3% |
| 30D | -7.1% | +14.1% | -21.2% | -5.4% |
| 3M | -28.6% | -4.6% | -24.0% | -28.9% |
| 6M | -44.0% | -13.5% | -30.5% | -44.7% |
| YTD | -31.7% | +5.3% | -37.1% | -30.7% |
| 1Y | -46.3% | -14.9% | -31.5% | -46.7% |
| 3Y | -78.3% | +24.3% | -102.5% | -72.9% |
| All | -95.7% | -56.3% | -39.3% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling