-99.0%
VXX vs GME
+470.3%
-569.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -8.0% | -4.1% |
| 7D | +2.0% | +10.4% | -8.4% | +2.6% |
| 30D | -7.1% | +14.1% | -21.2% | -6.4% |
| 3M | -28.6% | -4.6% | -24.0% | -28.8% |
| 6M | -44.0% | -13.5% | -30.5% | -44.3% |
| YTD | -31.7% | +5.3% | -37.1% | -31.3% |
| 1Y | -46.3% | -14.9% | -31.5% | -46.5% |
| 3Y | -78.3% | +24.3% | -102.5% | -76.4% |
| 5Y | -95.8% | -55.6% | -40.3% | -95.5% |
| All | -99.0% | +470.3% | -569.2% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling