+17.8%
GFS vs CBOE
+43.6%
-25.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +1.1% |
| 7D | -5.3% | +6.0% | -11.3% | -3.9% |
| 30D | -15.8% | +19.9% | -35.7% | -12.0% |
| 3M | -18.6% | +28.4% | -47.0% | -13.5% |
| 6M | -45.0% | +5.2% | -50.2% | -43.1% |
| YTD | +16.8% | +46.4% | -29.6% | +41.8% |
| 1Y | +17.8% | +41.8% | -24.0% | +40.9% |
| All | +17.8% | +43.6% | -25.8% | +40.9% |
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 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