+191.5%
GD vs CBOE
+396.1%
-204.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -5.3% | -3.6% | -1.6% | -4.3% |
| 30D | -6.4% | +5.1% | -11.5% | -7.8% |
| 3M | +5.7% | +4.6% | +1.1% | +3.6% |
| 6M | -0.9% | -0.3% | -0.7% | -2.3% |
| YTD | +8.2% | +19.8% | -11.6% | +0.8% |
| 1Y | +13.4% | +28.4% | -14.9% | +3.2% |
| 3Y | +68.5% | +104.1% | -35.6% | +29.1% |
| 5Y | +97.2% | +150.9% | -53.8% | +38.4% |
| All | +191.5% | +396.1% | -204.6% | +57.2% |
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