+139.8%
CBOE vs GFI
+524.1%
-384.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.2% |
| 7D | -5.8% | -4.9% | -1.0% | -5.7% |
| 30D | -3.1% | +10.7% | -13.9% | -3.3% |
| 3M | -4.8% | +25.6% | -30.4% | -5.2% |
| 6M | -0.6% | -8.3% | +7.7% | -0.2% |
| YTD | +12.8% | +6.3% | +6.5% | +12.2% |
| 1Y | +19.8% | +22.1% | -2.3% | +18.2% |
| 3Y | +86.9% | +289.2% | -202.2% | +75.9% |
| All | +139.8% | +524.1% | -384.2% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling