+369.4%
CBOE vs GPC
+87.0%
+282.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -3.7% | -1.8% | -1.9% | -3.4% |
| 30D | +2.0% | +0.1% | +1.9% | +1.9% |
| 3M | -4.2% | +37.4% | -41.6% | -10.8% |
| 6M | +1.2% | +25.4% | -24.3% | -4.3% |
| YTD | +15.4% | +12.2% | +3.2% | +11.0% |
| 1Y | +23.5% | -0.3% | +23.8% | +22.1% |
| 3Y | +93.2% | -1.6% | +94.8% | +86.8% |
| 5Y | +142.0% | +31.0% | +111.0% | +109.5% |
| All | +369.4% | +87.0% | +282.3% | +238.1% |
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