+193.3%
GLD vs CBOE
+1,316.0%
-1,122.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | +4.5% | -10.0% | -5.5% |
| 30D | -7.0% | +26.2% | -33.2% | -7.1% |
| 3M | -12.4% | +27.1% | -39.5% | -12.5% |
| 6M | -18.0% | +4.2% | -22.2% | -18.0% |
| YTD | -10.5% | +48.0% | -58.5% | -10.8% |
| 1Y | -8.1% | +42.4% | -50.5% | -8.4% |
| 3Y | +97.7% | +116.8% | -19.1% | +96.3% |
| 5Y | +103.4% | +199.0% | -95.6% | +101.5% |
| 10Y | +203.1% | +515.4% | -312.3% | +201.7% |
| All | +193.3% | +1,316.0% | -1,122.6% | +193.6% |
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