-0.8%
GFS vs CBOE
+137.8%
-138.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +4.5% | -0.8% | +5.3% | +4.5% |
| 30D | -8.2% | +2.7% | -10.9% | -8.2% |
| 3M | -38.9% | +0.7% | -39.6% | -38.7% |
| 6M | -2.9% | -2.0% | -0.9% | -2.6% |
| YTD | +31.8% | +17.1% | +14.6% | +30.3% |
| 1Y | +43.1% | +26.5% | +16.6% | +40.2% |
| 3Y | -20.6% | +96.1% | -116.8% | -35.2% |
| All | -0.8% | +137.8% | -138.7% | -29.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling