+219.4%
GLDM vs CBOE
+275.0%
-55.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +5.3% | -0.6% | +4.6% |
| 30D | -0.9% | +25.5% | -26.3% | -1.1% |
| 3M | -4.3% | +22.5% | -26.8% | -4.6% |
| 6M | -13.4% | +2.6% | -16.0% | -13.3% |
| YTD | -5.8% | +41.8% | -47.6% | -6.7% |
| 1Y | +2.1% | +40.9% | -38.8% | +1.2% |
| 3Y | +105.0% | +108.7% | -3.7% | +101.5% |
| 5Y | +122.5% | +181.4% | -58.9% | +117.3% |
| All | +219.4% | +275.0% | -55.6% | +213.8% |
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