+1,036.7%
CBOE vs GAP
+65.3%
+971.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -4.6% | +1.7% | -6.4% | -4.7% |
| 30D | +2.6% | +9.3% | -6.7% | +2.0% |
| 3M | +4.9% | +6.1% | -1.2% | +4.4% |
| 6M | -2.2% | -2.3% | +0.1% | -2.4% |
| YTD | +17.7% | -10.6% | +28.3% | +17.9% |
| 1Y | +26.1% | -4.4% | +30.5% | +25.4% |
| 3Y | +97.1% | +118.3% | -21.2% | +75.9% |
| 5Y | +149.2% | +12.2% | +137.0% | +130.8% |
| 10Y | +385.1% | +33.7% | +351.4% | +297.5% |
| All | +1,036.7% | +65.3% | +971.3% | +629.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling