+86.9%
CBOE vs GDDY
+30.8%
+56.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.8% |
| 30D | -3.1% | +6.8% | -10.0% | -3.1% |
| 3M | -4.8% | +30.5% | -35.2% | -4.9% |
| 6M | -0.6% | +13.3% | -13.9% | -0.4% |
| YTD | +12.8% | -21.0% | +33.8% | +13.8% |
| 1Y | +19.8% | -34.0% | +53.8% | +21.2% |
| 3Y | +86.9% | +33.1% | +53.9% | +66.4% |
| All | +86.9% | +30.8% | +56.2% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling