+159.7%
GILD vs ICE
+220.6%
-60.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -4.8% | -2.4% | -2.4% | -4.2% |
| 30D | +5.8% | +4.0% | +1.8% | +4.6% |
| 3M | +14.9% | +13.7% | +1.3% | +10.8% |
| 6M | -0.4% | +0.9% | -1.3% | -0.9% |
| YTD | +18.5% | -2.1% | +20.7% | +18.2% |
| 1Y | +25.1% | -9.5% | +34.6% | +27.6% |
| 3Y | +105.9% | +42.1% | +63.8% | +82.3% |
| 5Y | +143.0% | +41.4% | +101.6% | +111.7% |
| All | +159.7% | +220.6% | -60.9% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling