+1,329.5%
CBOE vs GPC
+384.3%
+945.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +4.5% | -1.3% | +5.8% | +4.8% |
| 30D | +26.2% | -6.0% | +32.2% | +27.9% |
| 3M | +27.1% | -7.6% | +34.7% | +29.2% |
| 6M | +4.2% | +24.2% | -20.0% | -2.5% |
| YTD | +48.0% | +2.7% | +45.3% | +43.8% |
| 1Y | +42.4% | +0.2% | +42.3% | +39.2% |
| 3Y | +116.8% | -0.8% | +117.6% | +105.4% |
| 5Y | +199.0% | +4.4% | +194.6% | +172.6% |
| 10Y | +515.4% | +74.5% | +440.9% | +342.3% |
| All | +1,329.5% | +384.3% | +945.2% | +554.4% |
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