+123.2%
GLW vs CBOE
+29.2%
+94.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -3.6% | +7.4% | +1.9% |
| 30D | -1.3% | +5.1% | -6.4% | +1.3% |
| 3M | -21.8% | +4.6% | -26.4% | -16.4% |
| 6M | +6.9% | -0.3% | +7.2% | +17.1% |
| YTD | +77.2% | +19.8% | +57.4% | +112.7% |
| 1Y | +123.2% | +28.4% | +94.9% | +184.2% |
| All | +123.2% | +29.2% | +94.1% | +184.2% |
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