-53.3%
GLXY vs CBOE
+6.4%
-59.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.8% | -7.0% | -4.4% |
| 7D | +5.3% | +6.3% | -1.0% | +8.5% |
| 30D | -19.8% | +24.9% | -44.7% | -11.3% |
| 3M | -31.4% | +28.5% | -59.8% | -24.0% |
| 6M | -53.3% | +2.9% | -56.2% | -49.2% |
| All | -53.3% | +6.4% | -59.7% | -49.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling