+1,031.0%
CBOE vs GRMN
+1,278.0%
-247.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | +2.7% | -13.1% | +15.8% | +5.1% |
| 3M | +0.7% | +14.9% | -14.2% | -1.9% |
| 6M | -2.0% | +13.1% | -15.1% | -4.6% |
| YTD | +17.1% | +35.3% | -18.1% | +10.1% |
| 1Y | +26.5% | +16.0% | +10.5% | +21.9% |
| 3Y | +96.1% | +179.6% | -83.5% | +51.3% |
| 5Y | +149.3% | +75.0% | +74.3% | +111.9% |
| 10Y | +386.5% | +644.1% | -257.6% | +202.9% |
| All | +1,031.0% | +1,278.0% | -247.0% | +468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling