+40.1%
GILD vs CBOE
+41.5%
-1.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.2% | -4.1% |
| 7D | +1.2% | +12.4% | -11.2% | +0.4% |
| 30D | +16.2% | +26.9% | -10.7% | +14.5% |
| 3M | +27.9% | +24.3% | +3.6% | +26.3% |
| 6M | +27.1% | +3.1% | +23.9% | +25.8% |
| YTD | +39.0% | +41.7% | -2.7% | +41.4% |
| 1Y | +40.1% | +41.5% | -1.4% | +42.8% |
| All | +40.1% | +41.5% | -1.4% | +42.8% |
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