+237.8%
CBOE vs FGI
-68.3%
+306.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.7% | +1.2% |
| 7D | +6.9% | +6.9% | +0.1% | +6.9% |
| 30D | +24.1% | +3.9% | +20.2% | +24.1% |
| 3M | +30.9% | +74.3% | -43.3% | +29.8% |
| 6M | +5.9% | +28.9% | -23.1% | +5.1% |
| YTD | +48.2% | +39.1% | +9.0% | +47.1% |
| 1Y | +43.5% | +49.3% | -5.9% | +42.0% |
| 3Y | +117.0% | +5.7% | +111.3% | +112.0% |
| All | +237.8% | -68.3% | +306.0% | +236.5% |
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