+867.9%
GLW vs ICE
+215.5%
+652.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +16.9% | -0.9% | +17.7% | +17.1% |
| 30D | +7.0% | +4.0% | +3.0% | +4.8% |
| 3M | -3.0% | +11.0% | -13.9% | -9.2% |
| 6M | +31.0% | -5.0% | +35.9% | +32.2% |
| YTD | +93.4% | -2.7% | +96.1% | +90.8% |
| 1Y | +134.7% | -8.6% | +143.4% | +138.9% |
| 3Y | +471.8% | +41.4% | +430.4% | +346.6% |
| 5Y | +394.5% | +39.9% | +354.6% | +279.5% |
| 10Y | +867.9% | +214.9% | +653.0% | +406.9% |
| All | +867.9% | +215.5% | +652.4% | +406.9% |
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