+248.5%
GLDM vs CBOE
+216.7%
+31.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -3.6% | +3.1% | -0.5% |
| 30D | +4.4% | +5.1% | -0.7% | +4.3% |
| 3M | -1.1% | +4.6% | -5.7% | -1.2% |
| 6M | -13.7% | -0.3% | -13.4% | -13.7% |
| YTD | +2.8% | +19.8% | -17.0% | +2.1% |
| 1Y | +24.8% | +28.4% | -3.5% | +23.7% |
| 3Y | +127.8% | +104.1% | +23.7% | +123.7% |
| 5Y | +141.1% | +150.9% | -9.8% | +135.6% |
| All | +248.5% | +216.7% | +31.7% | +243.1% |
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