+798.4%
GLW vs CBOE
+1,341.0%
-542.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -4.7% |
| 7D | +7.7% | +6.3% | +1.5% | +6.4% |
| 30D | -18.8% | +24.9% | -43.8% | -22.8% |
| 3M | -27.7% | +28.5% | -56.2% | -32.0% |
| 6M | -44.4% | +2.9% | -47.3% | -45.3% |
| YTD | +31.3% | +50.7% | -19.4% | +15.0% |
| 1Y | +40.0% | +45.5% | -5.4% | +23.8% |
| 3Y | +339.2% | +116.3% | +222.9% | +232.4% |
| 5Y | +229.2% | +204.3% | +24.8% | +117.2% |
| 10Y | +528.4% | +526.3% | +2.1% | +206.0% |
| All | +798.4% | +1,341.0% | -542.7% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling