+100.5%
GD vs CBOE
+202.6%
-102.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | +2.7% | +6.3% | -3.6% | +1.8% |
| 30D | +8.6% | +24.9% | -16.3% | +5.1% |
| 3M | -7.1% | +28.5% | -35.5% | -10.5% |
| 6M | +7.5% | +2.9% | +4.6% | +7.1% |
| YTD | +9.9% | +50.7% | -40.8% | +1.8% |
| 1Y | +7.6% | +45.5% | -37.9% | +0.2% |
| 3Y | +56.2% | +116.3% | -60.1% | +31.4% |
| All | +100.5% | +202.6% | -102.1% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling