+170.5%
GD vs CBOE
+520.8%
-350.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +0.6% | +6.9% | -6.3% | -1.1% |
| 30D | +9.5% | +24.1% | -14.7% | +3.2% |
| 3M | -5.8% | +30.9% | -36.8% | -12.7% |
| 6M | +7.7% | +5.9% | +1.9% | +5.1% |
| YTD | +11.1% | +48.2% | -37.1% | -2.5% |
| 1Y | +6.1% | +43.5% | -37.4% | -6.0% |
| 3Y | +59.8% | +117.0% | -57.2% | +21.9% |
| 5Y | +104.6% | +203.4% | -98.7% | +36.8% |
| 10Y | +170.5% | +515.9% | -345.4% | +50.2% |
| All | +170.5% | +520.8% | -350.3% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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