-32.0%
GFS vs CBOE
+179.0%
-211.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -3.1% | +1.0% | -4.2% | -3.1% |
| 30D | -16.0% | +16.0% | -32.0% | -15.6% |
| 3M | -24.7% | +23.4% | -48.1% | -24.3% |
| 6M | -45.1% | +1.7% | -46.8% | -44.3% |
| YTD | +16.5% | +41.6% | -25.1% | +15.8% |
| 1Y | +19.3% | +38.5% | -19.1% | +18.9% |
| 3Y | -20.0% | +105.7% | -125.7% | -29.2% |
| 5Y | -32.0% | +185.4% | -217.4% | -52.3% |
| All | -32.0% | +179.0% | -211.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling