+394.5%
GLW vs CBOE
+146.7%
+247.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.4% |
| 7D | +16.9% | -0.8% | +17.6% | +16.8% |
| 30D | +7.0% | +2.7% | +4.3% | +7.4% |
| 3M | -3.0% | +0.7% | -3.7% | -1.5% |
| 6M | +31.0% | -2.0% | +33.0% | +33.1% |
| YTD | +93.4% | +17.1% | +76.3% | +94.6% |
| 1Y | +134.7% | +26.5% | +108.2% | +134.6% |
| 3Y | +471.8% | +96.1% | +375.7% | +408.4% |
| 5Y | +394.5% | +149.3% | +245.2% | +299.7% |
| All | +394.5% | +146.7% | +247.8% | +299.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling