+208.0%
CBOE vs GGLL
+194.0%
+14.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.4% |
| 7D | +6.0% | +5.1% | +0.9% | +6.1% |
| 30D | +19.9% | -35.5% | +55.4% | +18.8% |
| 3M | +28.4% | -39.2% | +67.5% | +27.0% |
| 6M | +5.2% | -54.4% | +59.5% | +3.4% |
| YTD | +46.4% | -29.8% | +76.3% | +46.3% |
| 1Y | +41.8% | -20.4% | +62.2% | +42.5% |
| 3Y | +114.4% | +149.7% | -35.3% | +119.2% |
| All | +208.0% | +194.0% | +14.0% | +213.8% |
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