+147.8%
GE vs CBOE
+379.3%
-231.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -2.8% | -3.7% | +0.9% | -2.0% |
| 30D | -11.9% | +2.0% | -13.9% | -12.4% |
| 3M | +1.8% | -4.2% | +6.1% | +2.2% |
| 6M | -0.6% | +1.2% | -1.8% | -2.7% |
| YTD | +5.5% | +15.4% | -9.9% | -0.7% |
| 1Y | +15.0% | +23.5% | -8.5% | +5.8% |
| 3Y | +269.5% | +93.2% | +176.3% | +186.1% |
| 5Y | +422.4% | +142.0% | +280.5% | +267.4% |
| All | +147.8% | +379.3% | -231.4% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling