+684.4%
GD vs CBOE
+1,045.3%
-360.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 1Y | +13.4% | +28.4% | -14.9% | +3.7% |
| 3Y | +68.5% | +104.1% | -35.6% | +31.7% |
| 5Y | +97.2% | +150.9% | -53.8% | +42.7% |
| 10Y | +190.2% | +393.5% | -203.3% | +67.6% |
| All | +684.4% | +1,045.3% | -360.9% | +229.3% |
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