+142.7%
CBOE vs GGLL
+313.5%
-170.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | -3.7% | -5.8% | +2.1% | -3.8% |
| 30D | +2.0% | -7.2% | +9.2% | +1.8% |
| 3M | -4.2% | -17.5% | +13.3% | -4.6% |
| 6M | +1.2% | +5.1% | -3.9% | +2.0% |
| YTD | +15.4% | -1.3% | +16.7% | +16.1% |
| 1Y | +23.5% | +60.2% | -36.7% | +26.6% |
| 3Y | +93.2% | +230.8% | -137.6% | +99.3% |
| All | +142.7% | +313.5% | -170.8% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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