+1,078.8%
GILD vs CBOE
+978.8%
+100.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.2% |
| 7D | -4.8% | -5.8% | +1.0% | -3.5% |
| 30D | +5.8% | -3.1% | +8.9% | +6.4% |
| 3M | +14.9% | -4.8% | +19.7% | +15.5% |
| 6M | -0.4% | -0.6% | +0.2% | -1.4% |
| YTD | +18.5% | +12.8% | +5.7% | +13.5% |
| 1Y | +25.1% | +19.8% | +5.3% | +17.9% |
| 3Y | +105.9% | +86.9% | +19.0% | +71.8% |
| 5Y | +143.0% | +136.5% | +6.5% | +89.3% |
| 10Y | +162.4% | +368.4% | -206.1% | +61.8% |
| All | +1,078.8% | +978.8% | +100.0% | +444.3% |
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 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