+28.4%
CBOE vs GFI
+45.3%
-16.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | -0.1% |
| 7D | -3.6% | +3.1% | -6.8% | -3.5% |
| 30D | +5.1% | +27.1% | -22.0% | +6.4% |
| 3M | +4.6% | +21.2% | -16.6% | +6.4% |
| 6M | -0.3% | -4.5% | +4.2% | +1.1% |
| YTD | +19.8% | +11.7% | +8.0% | +20.7% |
| 1Y | +28.4% | +46.0% | -17.7% | +30.3% |
| All | +28.4% | +45.3% | -16.9% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling