-2.7%
GFS vs CBOE
+139.0%
-141.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | +2.6% | -4.6% | +7.3% | +2.6% |
| 30D | -16.4% | +2.6% | -19.0% | -16.4% |
| 3M | -41.6% | +4.9% | -46.5% | -41.5% |
| 6M | -3.7% | -2.2% | -1.5% | -3.4% |
| YTD | +29.3% | +17.7% | +11.6% | +27.8% |
| 1Y | +37.1% | +26.1% | +11.0% | +34.5% |
| 3Y | -22.1% | +97.1% | -119.2% | -36.4% |
| All | -2.7% | +139.0% | -141.7% | -31.1% |
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