+168.4%
CBOE vs FGI
-69.8%
+238.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.7% |
| 7D | -4.6% | +5.2% | -9.8% | -4.7% |
| 30D | +2.6% | +65.2% | -62.6% | +1.8% |
| 3M | +4.9% | +30.2% | -25.2% | +4.3% |
| 6M | -2.2% | +87.8% | -90.0% | -3.0% |
| YTD | +17.7% | +32.5% | -14.7% | +16.9% |
| 1Y | +26.1% | +93.6% | -67.5% | +23.4% |
| 3Y | +97.1% | -2.6% | +99.7% | +92.9% |
| All | +168.4% | -69.8% | +238.2% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling