+399.9%
GH vs CBOE
+239.8%
+160.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -2.1% | -4.6% | +2.6% | -1.1% |
| 30D | -4.5% | +2.6% | -7.1% | -5.1% |
| 3M | +28.9% | +4.9% | +24.0% | +26.9% |
| 6M | +76.5% | -2.2% | +78.7% | +75.2% |
| YTD | +57.6% | +17.7% | +39.9% | +48.6% |
| 1Y | +167.5% | +26.1% | +141.5% | +147.2% |
| 3Y | +377.4% | +97.1% | +280.3% | +261.1% |
| 5Y | +23.8% | +149.2% | -125.4% | -15.3% |
| All | +399.9% | +239.8% | +160.1% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling