+12.4%
GD vs CBOE
+26.4%
-13.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -3.5% | -4.6% | +1.2% | -3.2% |
| 30D | -9.0% | +2.6% | -11.7% | -9.1% |
| 3M | +5.1% | +4.9% | +0.1% | +4.2% |
| 6M | -1.0% | -2.2% | +1.1% | -0.9% |
| YTD | +7.3% | +17.7% | -10.4% | +7.2% |
| 1Y | +12.4% | +26.1% | -13.6% | +13.1% |
| All | +12.4% | +26.4% | -13.9% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling