+198.3%
CBOE vs GGLL
+188.6%
+9.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | +5.3% | +3.1% | +2.2% | +5.4% |
| 30D | +25.5% | -36.3% | +61.8% | +24.3% |
| 3M | +22.5% | -40.4% | +62.9% | +21.2% |
| 6M | +2.6% | -54.6% | +57.2% | +0.8% |
| YTD | +41.8% | -31.1% | +72.9% | +41.6% |
| 1Y | +40.9% | -19.2% | +60.0% | +41.7% |
| 3Y | +108.7% | +151.5% | -42.8% | +112.8% |
| All | +198.3% | +188.6% | +9.7% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling