-12.1%
GFS vs CBOE
+197.3%
-209.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.4% |
| 7D | -5.3% | +6.0% | -11.3% | -5.1% |
| 30D | -15.8% | +19.9% | -35.7% | -15.3% |
| 3M | -18.6% | +28.4% | -47.0% | -18.1% |
| 6M | -45.0% | +5.2% | -50.2% | -44.1% |
| YTD | +16.8% | +46.4% | -29.6% | +16.2% |
| 1Y | +17.8% | +41.8% | -24.0% | +17.6% |
| 3Y | -21.5% | +114.4% | -136.0% | -30.9% |
| 5Y | -29.3% | +202.9% | -232.2% | -50.5% |
| All | -12.1% | +197.3% | -209.4% | -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