+851.8%
GLW vs CBOE
+368.5%
+483.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +2.4% |
| 7D | +7.8% | -5.8% | +13.7% | +8.8% |
| 30D | -0.4% | -3.1% | +2.7% | 0.0% |
| 3M | -5.6% | -4.8% | -0.8% | -5.2% |
| 6M | +26.7% | -0.6% | +27.3% | +24.5% |
| YTD | +91.0% | +12.8% | +78.3% | +81.1% |
| 1Y | +122.4% | +19.8% | +102.6% | +106.7% |
| 3Y | +471.0% | +86.9% | +384.1% | +347.3% |
| 5Y | +385.6% | +136.5% | +249.1% | +244.3% |
| All | +851.8% | +368.5% | +483.3% | +459.3% |
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 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