+142.0%
CBOE vs GAP
+3.0%
+139.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.5% |
| 7D | -3.7% | -6.3% | +2.6% | -3.7% |
| 30D | +2.0% | -0.2% | +2.2% | +2.0% |
| 3M | -4.2% | 0.0% | -4.3% | -4.2% |
| 6M | +1.2% | -8.1% | +9.3% | +1.2% |
| YTD | +15.4% | -16.5% | +31.8% | +15.3% |
| 1Y | +23.5% | -10.5% | +33.9% | +23.5% |
| 3Y | +93.2% | +104.0% | -10.8% | +84.9% |
| 5Y | +142.0% | +6.8% | +135.2% | +128.3% |
| All | +142.0% | +3.0% | +139.0% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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