-12.0%
GIS vs CBOE
-2.6%
-9.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.0% |
| 7D | -8.4% | -3.7% | -4.7% | -8.4% |
| 30D | -5.2% | +2.0% | -7.2% | -5.1% |
| 3M | +8.2% | -4.2% | +12.4% | +8.0% |
| 6M | -12.0% | +1.2% | -13.2% | -13.3% |
| All | -12.0% | -2.6% | -9.4% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling