+199.8%
GS vs CBOE
+119.7%
+80.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.7% |
| 7D | +5.9% | +6.3% | -0.4% | +7.2% |
| 30D | +4.3% | +24.9% | -20.6% | +9.5% |
| 3M | -11.7% | +28.5% | -40.1% | -6.5% |
| 6M | -3.2% | +2.9% | -6.1% | -1.6% |
| YTD | +5.8% | +50.7% | -44.9% | +17.1% |
| 1Y | +16.0% | +45.5% | -29.5% | +27.5% |
| 3Y | +199.8% | +116.3% | +83.4% | +265.5% |
| All | +199.8% | +119.7% | +80.1% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling