+358.9%
CBOE vs GFI
+1,093.3%
-734.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -5.8% | -2.7% | -3.1% | -5.8% |
| 30D | -3.1% | +13.2% | -16.4% | -3.4% |
| 3M | -4.8% | +28.5% | -33.2% | -5.2% |
| 6M | -0.6% | -6.2% | +5.6% | -0.5% |
| YTD | +12.8% | +8.7% | +4.1% | +12.3% |
| 1Y | +19.8% | +24.8% | -5.1% | +18.6% |
| 3Y | +86.9% | +298.0% | -211.1% | +79.4% |
| 5Y | +136.5% | +546.0% | -409.5% | +123.5% |
| All | +358.9% | +1,093.3% | -734.5% | +332.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling