+15.5%
GLXY vs CBOE
+37.3%
-21.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.7% |
| 7D | +13.4% | -3.6% | +17.1% | +12.6% |
| 30D | +38.1% | +5.1% | +33.0% | +39.5% |
| 3M | -7.3% | +4.6% | -11.9% | -6.1% |
| 6M | +8.2% | -0.3% | +8.4% | +8.4% |
| YTD | +17.8% | +19.8% | -2.0% | +20.0% |
| 1Y | +14.9% | +28.4% | -13.4% | +20.0% |
| All | +15.5% | +37.3% | -21.9% | +28.4% |
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