+22.5%
CBOE vs GRMN
+16.5%
+6.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.7% | -1.8% | -1.9% | -3.7% |
| 30D | +2.0% | -12.1% | +14.1% | +2.0% |
| 3M | -4.2% | +18.0% | -22.2% | -4.1% |
| 6M | +1.2% | +13.7% | -12.5% | +0.9% |
| YTD | +15.4% | +35.3% | -19.9% | +14.4% |
| All | +22.5% | +16.5% | +6.0% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling