+25.1%
GILD vs ICE
-7.7%
+32.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -4.8% | -2.4% | -2.4% | -4.5% |
| 30D | +5.8% | +4.0% | +1.8% | +5.2% |
| 3M | +14.9% | +13.7% | +1.3% | +12.6% |
| 6M | -0.4% | +0.9% | -1.3% | -1.7% |
| YTD | +18.5% | -2.1% | +20.7% | +16.4% |
| 1Y | +25.1% | -9.5% | +34.6% | +24.6% |
| All | +25.1% | -7.7% | +32.8% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling