+411.8%
GE vs CBOE
+202.6%
+209.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | +2.7% | +6.3% | -3.6% | +2.6% |
| 30D | +8.1% | +24.9% | -16.9% | +7.9% |
| 3M | -7.9% | +28.5% | -36.3% | -8.0% |
| 6M | +12.9% | +2.9% | +10.0% | +14.5% |
| YTD | +8.2% | +50.7% | -42.5% | +5.6% |
| 1Y | +9.7% | +45.5% | -35.8% | +7.5% |
| 3Y | +266.1% | +116.3% | +149.8% | +228.7% |
| All | +411.8% | +202.6% | +209.1% | +291.9% |
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 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