+141.1%
CBOE vs GTLB
-49.8%
+190.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -3.7% | -4.1% | +0.4% | -3.7% |
| 30D | +2.0% | +12.3% | -10.4% | +1.9% |
| 3M | -4.2% | +65.9% | -70.2% | -4.5% |
| 6M | +1.2% | +104.0% | -102.8% | +0.7% |
| YTD | +15.4% | +26.0% | -10.7% | +15.0% |
| 1Y | +23.5% | -3.5% | +27.0% | +23.3% |
| 3Y | +93.2% | -9.6% | +102.8% | +91.3% |
| All | +141.1% | -49.8% | +190.9% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling