+109.7%
GLD vs CBOE
+204.4%
-94.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.1% |
| 7D | -2.0% | +6.9% | -8.9% | -1.9% |
| 30D | -4.4% | +24.1% | -28.6% | -4.4% |
| 3M | -8.9% | +30.9% | -39.9% | -9.0% |
| 6M | -16.0% | +5.9% | -21.8% | -15.6% |
| YTD | -7.9% | +48.2% | -56.0% | -8.7% |
| 1Y | -3.9% | +43.5% | -47.3% | -4.7% |
| 3Y | +103.4% | +117.0% | -13.6% | +100.4% |
| 5Y | +109.7% | +203.4% | -93.6% | +107.1% |
| All | +109.7% | +204.4% | -94.7% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling