+1,056.2%
CBOE vs GPC
+444.4%
+611.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.9% |
| 30D | +5.1% | +6.0% | -0.9% | +3.5% |
| 3M | +4.6% | +42.6% | -38.0% | -5.1% |
| 6M | -0.3% | +22.8% | -23.0% | -6.3% |
| YTD | +19.8% | +15.5% | +4.3% | +13.4% |
| 1Y | +28.4% | +2.0% | +26.3% | +25.6% |
| 3Y | +104.1% | -1.4% | +105.5% | +95.8% |
| 5Y | +150.9% | +30.6% | +120.3% | +114.2% |
| 10Y | +393.5% | +80.6% | +312.9% | +256.5% |
| All | +1,056.2% | +444.4% | +611.9% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling