+72.1%
GIS vs CBOE
+1,020.3%
-948.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -8.6% | -0.8% | -7.8% | -8.5% |
| 30D | -0.5% | +2.7% | -3.1% | -0.9% |
| 3M | +11.9% | +0.7% | +11.2% | +11.4% |
| 6M | -11.6% | -2.0% | -9.6% | -12.0% |
| YTD | -16.3% | +17.1% | -33.5% | -19.0% |
| 1Y | -21.8% | +26.5% | -48.3% | -25.2% |
| 3Y | -35.7% | +96.1% | -131.8% | -42.7% |
| 5Y | -22.9% | +149.3% | -172.2% | -34.1% |
| 10Y | -16.8% | +386.5% | -403.3% | -36.8% |
| All | +72.1% | +1,020.3% | -948.3% | +10.4% |
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