-21.1%
GIS vs CBOE
+368.5%
-389.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -6.4% | -5.8% | -0.6% | -5.6% |
| 30D | -6.1% | -3.1% | -3.0% | -5.8% |
| 3M | +7.8% | -4.8% | +12.6% | +8.3% |
| 6M | -8.8% | -0.6% | -8.2% | -9.5% |
| YTD | -19.1% | +12.8% | -31.9% | -21.4% |
| 1Y | -24.8% | +19.8% | -44.5% | -27.7% |
| 3Y | -37.6% | +86.9% | -124.5% | -44.2% |
| 5Y | -25.4% | +136.5% | -162.0% | -36.2% |
| All | -21.1% | +368.5% | -389.6% | -37.1% |
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