+6.1%
GD vs CBOE
+40.3%
-34.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.3% |
| 7D | -1.9% | +6.0% | -7.8% | -2.2% |
| 30D | +10.9% | +19.9% | -9.0% | +9.5% |
| 3M | -6.8% | +28.4% | -35.1% | -8.3% |
| 6M | +7.0% | +5.2% | +1.8% | +7.0% |
| YTD | +11.1% | +46.4% | -35.3% | +8.3% |
| All | +6.1% | +40.3% | -34.2% | +2.9% |
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