+369.4%
CBOE vs GRMN
+646.1%
-276.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.7% | -1.8% | -1.9% | -3.4% |
| 30D | +2.0% | -12.1% | +14.1% | +4.1% |
| 3M | -4.2% | +18.0% | -22.2% | -7.2% |
| 6M | +1.2% | +13.7% | -12.5% | -1.7% |
| YTD | +15.4% | +35.3% | -19.9% | +8.3% |
| 1Y | +23.5% | +17.2% | +6.2% | +18.8% |
| 3Y | +93.2% | +179.6% | -86.4% | +42.1% |
| 5Y | +142.0% | +75.6% | +66.4% | +103.8% |
| All | +369.4% | +646.1% | -276.7% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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