+140.0%
GLD vs CBOE
+146.7%
-6.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +0.2% | +2.7% | -2.5% | +0.2% |
| 3M | +3.2% | +0.7% | +2.5% | +3.2% |
| 6M | -14.6% | -2.0% | -12.7% | -14.6% |
| YTD | +1.8% | +17.1% | -15.4% | +0.9% |
| 1Y | +20.7% | +26.5% | -5.8% | +19.3% |
| 3Y | +126.5% | +96.1% | +30.4% | +123.7% |
| 5Y | +140.0% | +149.3% | -9.3% | +137.5% |
| All | +140.0% | +146.7% | -6.7% | +137.5% |
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