+508.0%
CBOE vs GPC
+74.2%
+433.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +4.5% | -1.3% | +5.8% | +4.7% |
| 30D | +26.2% | -6.0% | +32.2% | +27.6% |
| 3M | +27.1% | -7.6% | +34.7% | +28.8% |
| 6M | +4.2% | +24.2% | -20.0% | -1.3% |
| YTD | +48.0% | +2.7% | +45.3% | +44.7% |
| 1Y | +42.4% | +0.2% | +42.3% | +39.9% |
| 3Y | +116.8% | -0.8% | +117.6% | +107.3% |
| 5Y | +199.0% | +4.4% | +194.6% | +175.7% |
| All | +508.0% | +74.2% | +433.8% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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