+554.2%
GLW vs CBOE
+514.1%
+40.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +15.5% | +4.5% | +11.1% | +14.9% |
| 30D | -19.6% | +26.2% | -45.8% | -22.2% |
| 3M | -28.5% | +27.1% | -55.6% | -31.1% |
| 6M | -39.5% | +4.2% | -43.7% | -39.5% |
| YTD | +37.2% | +48.0% | -10.8% | +24.8% |
| 1Y | +35.4% | +42.4% | -7.0% | +24.4% |
| 3Y | +359.7% | +116.8% | +242.8% | +261.3% |
| 5Y | +244.0% | +199.0% | +45.0% | +136.7% |
| All | +554.2% | +514.1% | +40.1% | +263.6% |
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