+147.7%
CBOE vs GGLL
+328.4%
-180.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -4.6% | +1.9% | -6.5% | -4.6% |
| 30D | +2.6% | -9.7% | +12.4% | +2.4% |
| 3M | +4.9% | -18.0% | +23.0% | +4.5% |
| 6M | -2.2% | +15.3% | -17.4% | -1.1% |
| YTD | +17.7% | +2.2% | +15.5% | +18.5% |
| 1Y | +26.1% | +73.1% | -47.0% | +29.6% |
| 3Y | +97.1% | +242.7% | -145.6% | +103.5% |
| All | +147.7% | +328.4% | -180.7% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling