+17.7%
GFS vs CBOE
+39.5%
-21.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -5.9% |
| 7D | -12.5% | +7.7% | -20.3% | -10.7% |
| 30D | -16.9% | +24.4% | -41.3% | -12.8% |
| 3M | -22.3% | +20.0% | -42.3% | -18.8% |
| 6M | -40.2% | +2.4% | -42.6% | -38.7% |
| YTD | +16.0% | +38.5% | -22.6% | +38.7% |
| 1Y | +17.7% | +39.0% | -21.3% | +42.2% |
| All | +17.7% | +39.5% | -21.8% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling