+25.7%
GPN vs CBOE
+368.5%
-342.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | -4.3% | -5.8% | +1.5% | -2.7% |
| 30D | 0.0% | -3.1% | +3.2% | +0.7% |
| 3M | +35.8% | -4.8% | +40.6% | +36.7% |
| 6M | +22.0% | -0.6% | +22.6% | +19.4% |
| YTD | +15.2% | +12.8% | +2.4% | +7.8% |
| 1Y | +3.5% | +19.8% | -16.3% | -5.4% |
| 3Y | -26.9% | +86.9% | -113.9% | -45.2% |
| 5Y | -44.2% | +136.5% | -180.7% | -62.6% |
| All | +25.7% | +368.5% | -342.8% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling