+185.8%
GS vs CBOE
+112.4%
+73.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.3% |
| 7D | -3.2% | +5.3% | -8.5% | -2.1% |
| 30D | -2.4% | +25.5% | -27.9% | +2.5% |
| 3M | -15.7% | +22.5% | -38.2% | -11.7% |
| 6M | -6.8% | +2.6% | -9.4% | -5.3% |
| YTD | -0.1% | +41.8% | -41.8% | +9.2% |
| 1Y | +12.1% | +40.9% | -28.8% | +22.4% |
| 3Y | +185.8% | +108.7% | +77.1% | +249.8% |
| All | +185.8% | +112.4% | +73.4% | +249.8% |
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