+37.3%
GS vs CBOE
+26.0%
+11.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.8% |
| 7D | +2.4% | -0.8% | +3.2% | +2.3% |
| 30D | -0.1% | +2.7% | -2.8% | +0.6% |
| 3M | +0.2% | +0.7% | -0.5% | +0.5% |
| 6M | +24.8% | -2.0% | +26.8% | +24.8% |
| YTD | +18.8% | +17.1% | +1.6% | +19.6% |
| 1Y | +37.3% | +26.5% | +10.8% | +38.9% |
| All | +37.3% | +26.0% | +11.3% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling