+469.5%
GLW vs CBOE
+97.4%
+372.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.2% | +7.0% |
| 7D | +14.0% | -4.6% | +18.7% | +12.2% |
| 30D | +0.4% | +2.6% | -2.3% | +1.4% |
| 3M | -11.3% | +4.9% | -16.3% | -7.5% |
| 6M | +35.1% | -2.2% | +37.2% | +40.4% |
| YTD | +90.5% | +17.7% | +72.8% | +106.3% |
| 1Y | +132.0% | +26.1% | +105.9% | +155.2% |
| All | +469.5% | +97.4% | +372.1% | +524.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling