+676.5%
GD vs CBOE
+1,256.0%
-579.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -5.0% | +5.3% | -10.3% | -6.3% |
| 30D | +8.9% | +25.5% | -16.5% | +2.3% |
| 3M | -8.0% | +22.5% | -30.6% | -13.3% |
| 6M | +2.9% | +2.6% | +0.3% | +0.9% |
| YTD | +7.1% | +41.8% | -34.7% | -4.6% |
| 1Y | +5.9% | +40.9% | -34.9% | -5.5% |
| 3Y | +53.9% | +108.7% | -54.9% | +20.1% |
| 5Y | +95.4% | +181.4% | -86.0% | +37.2% |
| 10Y | +193.5% | +531.6% | -338.1% | +58.4% |
| All | +676.5% | +1,256.0% | -579.5% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling