+1,014.0%
CBOE vs GNRC
+1,952.9%
-938.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +2.0% | -15.8% | +17.8% | +3.6% |
| 3M | -4.2% | -24.0% | +19.8% | -2.2% |
| 6M | +1.2% | -13.8% | +15.0% | +1.4% |
| YTD | +15.4% | +33.2% | -17.8% | +9.8% |
| 1Y | +23.5% | -1.8% | +25.3% | +21.0% |
| 3Y | +93.2% | +57.7% | +35.5% | +74.6% |
| 5Y | +142.0% | -59.7% | +201.7% | +154.4% |
| 10Y | +379.2% | +430.7% | -51.5% | +229.2% |
| All | +1,014.0% | +1,952.9% | -938.9% | +511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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