+281.8%
GE vs ICE
+41.9%
+239.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +1.2% | -1.2% | +2.3% | +1.5% |
| 30D | -9.5% | +5.0% | -14.5% | -10.9% |
| 3M | +4.1% | +13.9% | -9.8% | -0.4% |
| 6M | +3.9% | -4.4% | +8.3% | +6.0% |
| YTD | +9.0% | -1.9% | +10.9% | +8.9% |
| 1Y | +21.9% | -8.1% | +30.1% | +26.4% |
| 3Y | +281.8% | +42.5% | +239.3% | +223.1% |
| All | +281.8% | +41.9% | +239.9% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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