-3.6%
GLDM vs CBOE
+42.0%
-45.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.1% |
| 7D | -2.0% | +6.9% | -8.9% | -1.5% |
| 30D | -4.4% | +24.1% | -28.6% | -2.9% |
| 3M | -8.8% | +30.9% | -39.8% | -7.1% |
| 6M | -15.9% | +5.9% | -21.7% | -15.2% |
| YTD | -7.7% | +48.2% | -55.9% | -9.1% |
| 1Y | -3.6% | +43.5% | -47.1% | -4.3% |
| All | -3.6% | +42.0% | -45.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling