+388.8%
GH vs CBOE
+225.6%
+163.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -2.5% | -5.8% | +3.3% | -1.3% |
| 30D | -4.7% | -3.1% | -1.5% | -4.1% |
| 3M | +20.2% | -4.8% | +25.0% | +21.0% |
| 6M | +78.8% | -0.6% | +79.3% | +76.3% |
| YTD | +54.1% | +12.8% | +41.3% | +46.6% |
| 1Y | +177.1% | +19.8% | +157.3% | +158.9% |
| 3Y | +371.6% | +86.9% | +284.7% | +261.6% |
| 5Y | +21.9% | +136.5% | -114.6% | -15.7% |
| All | +388.8% | +225.6% | +163.2% | +169.7% |
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 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