+746.1%
GS vs CBOE
+1,256.0%
-509.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -3.2% | +5.3% | -8.5% | -4.6% |
| 30D | -2.4% | +25.5% | -27.9% | -8.7% |
| 3M | -15.7% | +22.5% | -38.2% | -21.0% |
| 6M | -6.8% | +2.6% | -9.4% | -9.1% |
| YTD | -0.1% | +41.8% | -41.8% | -13.0% |
| 1Y | +12.1% | +40.9% | -28.8% | -2.3% |
| 3Y | +185.8% | +108.7% | +77.1% | +109.6% |
| 5Y | +140.1% | +181.4% | -41.3% | +54.1% |
| 10Y | +505.2% | +531.6% | -26.3% | +173.5% |
| All | +746.1% | +1,256.0% | -509.9% | +143.3% |
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