+146.0%
CBOE vs GTLB
-50.0%
+196.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.7% |
| 7D | -4.6% | +4.6% | -9.2% | -4.7% |
| 30D | +2.6% | +21.0% | -18.4% | +2.6% |
| 3M | +4.9% | +51.7% | -46.8% | +4.7% |
| 6M | -2.2% | +89.3% | -91.4% | -2.6% |
| YTD | +17.7% | +25.6% | -7.9% | +17.4% |
| 1Y | +26.1% | -1.5% | +27.6% | +25.8% |
| 3Y | +97.1% | -9.9% | +107.0% | +95.2% |
| All | +146.0% | -50.0% | +196.0% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling