+213.0%
GLDM vs CBOE
+291.9%
-78.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | -2.0% | +6.9% | -8.9% | -2.0% |
| 30D | -4.4% | +24.1% | -28.6% | -4.7% |
| 3M | -8.8% | +30.9% | -39.8% | -9.2% |
| 6M | -15.9% | +5.9% | -21.7% | -15.8% |
| YTD | -7.7% | +48.2% | -55.9% | -8.5% |
| 1Y | -3.6% | +43.5% | -47.1% | -4.4% |
| 3Y | +105.2% | +117.0% | -11.8% | +101.7% |
| 5Y | +112.8% | +203.4% | -90.6% | +107.5% |
| All | +213.0% | +291.9% | -78.9% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling